Files stored in multiple folders

Each of my files is stored in 3 different places as follows:

Under Desktop/My Documents
Under Local Disk/ Documents and Settings/ %usermane%/
And finally under a folder %username%

I am not sure whether the files are really saved under 3 places or simply I can view them at the above three places.

I have a feeling it must be stroed at three different places as there is only 500MB space left and my computer is extremly slow in starting and very slow on internet.

Can you please help. If files are stored at three different places, how can I stop this happening?