Copy from CD- WMA files getting moved by themselves

I Copied a cd to say a directory. I must say I don't like
how WMP embeds it into a folder called "Unknown Artist"
and then further embeds it into a folder called "Unknown
Album"... I would think the natural thing would be to put
it right in the folder I specify- I'm not retarted- I can
make my own mind up if I have an album that has no
Artist/Album tags.
Anyways, to the point... :\
Ok. Cuz that was't even what I'm having problems with.
My problem is that when I copied the cd to the hard
drive, then cut the songs from the Unknown Album
Directory to a directy higher up in the directory tree,
then listened to the first song, something weird
happened. The file moved itself back into the Unknown
Artist\Unknown Album directory I didn't accidentally
just re-copy it or anything. I know because there's still
only one copy of that song on my harddrive.