related thread :
http://www.techsupportforum.com/f10/lost-my-folder-in-files-stored-on-this-computer-175379.html
You didn't start your own thread as I asked you. I did it for you.
The problem is that the "my documents" icon is not showing on the desktop under the "my computer" icon, right ?
You shouldn't run 2 antiviruses at the same time, they will conflict with each other. Pick one between McAfee and Avira and uninstall the other one.
What Firewall do you use ?
Please answer my other questions :
Admin or limited account ?
Have you installed all latest updates ?
Had you installed anything new or run some program before the problem started ?
Could you have gotten some malware while visiting a particular website ?
Have you tried system restore or starting Windows using the last known good configuration ?
Do you have the XP Pro SP2 install CD ?