Nothing like this ever happens in AmigaOS, Linux, MacOS, Solaris, SCO Unix, AIX, FreeBSD, NetBSD, Be, GEM/TOS, etc. Clearly, this is a Windows-only problem.
I know you're being sarcastic, but ironically you're right.
At least for me it's only a problem with Windows, with the rest of the systems I don't have any problems keeping track of where files go an keeping the systems clean. I must admit I have not been running SCO Unix though.