Desktop keeps making a picture folder after resetting.?

I've recently cleared out everything on my computer's desktop because I'm using Rocketdock now, but every time I shut it down, the next time I turn it on, there's a folder called "Picture" there. I can't count how many times I've deleted it only to see it reappear the next time I turn on my computer. Please help, I want my computer looking nice and pretty!