Dreamweaver Create New Site Problems

Not sure why, but when I make a new site in DWcs4, and create my folder for my files I want to connect DW with, I have it on my desktop. Once my new site is created and I press done, in the files menu on the right, the files structure in Local View shows my Site at the very top, then inside the site is my folder I created on the desktop as I instructed, but all the other files/folders on my desktop are also inside the Site I just created. Why is this? I only want my new website I just created inside my new site, not all the other desktop stuff. What is wrong???