Microsoft has a habit of hiding certain system files and even file extensions. Good or bad it's always debatable. I don't like it. Here's how to unhide hidden files. This is written on a Windows 7 system.
Go to Start > Control Panel > Folder Options and then click on the View tab.
Find the Hidden files and folders section and click on the dot by Show hidden files, folders, and drives. Uncheck the box Hide extensions for known files types. And, uncheck Hide protected operating system files(Recommended). You'll get a warning, just click on Yes.
Now you'll see all the hidden files on your system. One noticeable one is going to be a desktop.ini (or two) file on your desktop.
Again you have the Restore Defaults button if you want to change it back to Microsoft's choices.