Outlook 2010 Folder Names Etc

When I created an e-mail account I was surprised to see 4 or 5 new folders under my e-mail name, which is the name of the folder according to its properties.

I now have basically 3 main groups of Folder headings and am confused.
Here is how they look on my computer:

OUTLOOK DATA FILES
Inbox (always empty, my incoming mail goes to my e-mail folder Inbox)
Drafts
Sent Items (always empty, sent mail show in my e-mail folder Sent Items)
Deleted Items (always empty, deleted mail show in my e-mail folder deleted Items)

IMPORTED FOLDER
Junk E-Mail
Outbox
(plus other folders)

MY E-MAIL ADDRESS
Inbox
Sent Items
Deleted Items
Junk-E-Mail

I would prefer that my folder called Outlook Data Files contain all of my folders.
Also, as the sole user of my PC would this have anything to do that a folder with my e-mail address is identified as a folder?

Thanks for any help.
Tegiro

Hi, Tegiro! :)

You can only set the PST store folder for POP accounts. To do so, check your settings here:

Thanks mikedl, that worked.

Tegiro