It's not that hard to wipe them out- you can right-click and Delete them. I assume you checked the recycle bin.
By default they would be @
C:\Documents and Settings\
UserID\My Documents\My Music
C:\Documents and Settings\
UserID\My Documents\My Pictures
I would recreate those folders.
Then I would use
TweakUI (for XP) to see if it will REPAIR them (last option in the tweak utility, simply select My Music and run, repeat for My Pictures).
NOTE: There is also another program to
add TweakUIXP to the control panel (since MS did not do it this way like they did in Win98) - I prefer this method and then I delete the folder Microsoft added to the start menu.
Finally, test to see if it worked.
(If not let me know and I can see if I can find the registry location to edit.)