program I installed, disappears

I hv such a problem and run short of reformatting and reinstall my windows pro SP2 unless there is a solution out there. Whenever I install a program (take limewire.exe as an example), the installation went on smoothly. When the installation ended, the limewire files in the drive also disappear totally. I tracked that while the installation proceed, the folder limewire and the files are in the limewire folder. once the installation procedure finishes, the folder limewire is deleted automatically. There is no virus detected by AVG 7.0, no pestware checked by adwareSE. I am truly buffled! Has anyone out there found a solution to this problem that can help share your experience?