Cruzer Glide 32GB saving all my files help!

I purchased the Cruzer Glide to save my music. Plugged it in and transferred the music with no problem. I noticed the Cruzer  also saved my documents and my pictures automatically. When I try to delete the documents and pictures from the flash it deletes them from my computer also!. I am using Windows 7 in a Dell laptop. Not sure what to do. 

Found my answer. Nevermind. 

Hi Mznz? Was there a utility that you set up that saved those files automatically? Or how did it happen?