This sounds like a trojan, to me. If you've had your phone connected at a computer that has a trojan, I know some of them do this: they set your folders to hidden, system folders (the contents are still intact), then it creates .exe files with the names of the folders, and changes your explorer settings (if it was set to show file extensions) to hide file extensions. So when you want to access the folder, it obviously runs the .exe file and executes whatever it is the trojan was designed to do. It obviously doesn't do anything, or even work, on your phone through Android, as it's Linux-based and the trojan is Windows-based. But it can cause some problems in Windows.
What I do, is I change my settings to show system and hidden files & folders, then I copy my original folders to my hard drive (the ones that still contains all my data), then I format the flashdrive, or in this case, the micro SD card. Then I use command promt to force the system and hidden attribute on the folders and files back to normal (this setting can't be changed within the Windows or Explorer interface, it needs to be done via command promt), then I copy my stuff back to the respective external storage medium.
