Strange folders in My Network Places

Hi. I have a question. I don't share internet, i don't have a home network connection, i connect directly, i have cable internet. But the other day I went to "My Network Places" and it was a folder with an internet page (of a school of canada, strange, because i live far away from there) which i never visited... I deleted it, because when I double-clicked it nothing happened, I think that only showed me an error, so I deleted it. I have Windows XP Home. Why that happened? How that folder/web site was listed there when I'm the only one that uses the computer and i never visited that site? It was a hack? (I have on-access protection, windows firewall, sygate firewall, spybot, adaware) And also I remembrer that I had strange things In My Network Places 1 year ago (strange connections that I often deleted, because when I double clicked them nothing happened) but when I installed SP1 that dissapeared.. Thanks.