Which version of windows would (as ever) help.
I'll assume Windows XP which shows all pictures in the root of the my pictures folder as default, the quick and easy fix is to simply move the pictures out of the my pictures folder and put them in another folder, or put them in folders inside my pictures.
There is a registry edit that can be done which will stop the my pictures folder being used at all but this may effect other programs that use the my pictures folder as default.
If you want to go for it anyhow download the zip below, there are two files, one to disable it, one to re enable it. this has only been tested on XP so do not use it on other versions of windows. (and as it's a registry edit you use it at your own risk)
http://s000.tinyuploa...=72972538748169371391