Windows Scandisk Deleting Orphaned Files

When booting a Windows XP machine and the system runs the WinXP DOS equivalent of scandisk my drives check out fine until scandisk begins to start deleting something called an orphaned file, looks similar to this

Deleting Orphaned File 13548
Deleting Orphaned File 13549
Deleting Orphaned File 13550
Deleting Orphaned File 13521
Etc.

Now it actually deletes files on the drive as when I return to windows is when finally realise the files are missing or a window appears saying the files are corrupted. Anyway to reverse this process or even stop it happening? What is an orphaned file anyway?

I have tried reformatting the disk, and I?ve read reviews of others having the same problem, can anyone shed some light on this situation.