well its a program file location, so its not a windows fault, its some software you have installed. run msconfig from start menu/ run command, and go to the startup tab, from there you should be able to see the same location and a program set to start at boot time, untick that and reboot, hopefully the program will be gone.
with the folder saying /search i wonder if its spyware installed on your pc, so i suggest doing a google on spybot & adaware to check your system for stuff you dont know you have. also make sure your virus scanners up to date.