The latest update of Windows Live Essentials has fixed that issue. Those folders will no longer appear.
Thanks pbcopter, I think it's fixed now. I installed the latest update and deleted the folders again. It's been around a week now and none have come back. Thanks again. I wonder why that don't come in Windows update? Looks like at the web site they would tell you which ver. is available, instead of guessing which one it is. Thanks to all that answered.