Strange Direcory Disply

[HyJaxLTD]

So I am having issues with listing and finding all contents of 'My Documents' directory. I have attached screen images to show whats going on.

I have saved a couple of .tif format in 'My Documents' --as shown in "Directory 2" image. When I just open, with windows explorer, the 'My Documents' folder, the .tif files are nowhere to be seen (Directory 1 image). If I use the 'Open' command in Internet Explorer and select 'Browse', then set the view filter to 'AllFiles(*.*)' they are back again (Directory 3 image). I no longer need these and simply want to delete them, but cannot get to them in Windows Explorer to do so. Anyone no why not?