Windows 7 folders

Using windows 7, 64 bit. My computer shows a list of folders on c:drive (as an example). One folder is "My Documents". Just below that is another named "My Documents" but this folder has a little square with an upward pointing arrow over the bottom left portion of the folder icon. If I click the folder with the little box, a screen pops up "Access denied". There are several like this. My Music, My Videos, etc... What is that all about and how do I get rid of them or how do I access these folders?

Is that clear as mud? I wish I could show a picture of it, but can't figure that out.

Thanks.