These folders are normal but you shouldn't be seeing them, especially not on the desktop.
Have they been there since the computer was formatted? or did they appear later, possibly after installing a piece of software?
It would seem your 'jump list' has issues.
Sadly this is not something I have a lot of information on hand about.
While I'm quite certain the solution involves the .
If you find this folder
and open the *.automaticdestinations-ms files with notepad you should be able to at least identify the program responsible.