Your Pictures library in WMP12 should be the same as the Pictures library accessed through Explorer. By default, it includes two locations: My Pictures, and Public Pictures. If there are images you don't recognize in the Pictures library, the library probably includes folders you didn't know about. Right-click on 'Pictures' in the navigation pane of WMP12, and select 'Manage Pictures library'. See if the images you're seeing are in any of the folders included in the library, and if so, you can remove that folder from the library.
Windows Outreach Team