Windows 7 Windows Media Player and Windows 7

I have been using Windows 7 for almost a year now and am quite happy with it. There is one thing that is puzzling me. When I load Windows Media Centre 12 there are hundreds of files in the pictures. These appear to be all from the web or icons from various programs. At the last count there are over 4000 of them and it takes for ever to delete them. Can anyone tell me why this is happening and how can I stop it.

Thanks