Recycle Bin

Hi,
Can anyone tell me why my Recycle Bin does this?
This has just started recently:
The icon changes from "empty" to containing contents.
Open Recycle Bin; there's nothing there.
Close Recycle Bin and right-click the icon.
Click "Empty Recycle Bin" and get a confirmation box
wanting to know if I'm sure I want to delete "WINDOWS".
Any light you can shine on this will be appreciated.
I was unsuccessful in locating a KB article on it.
Helen