My Documents isn’t a ‘real’ folder. It’s a pretend one, which maps back to an actual folder, which is usually
on the lines of “my compuer”>
“c:”>”documents and settings”>”my username”>
So what you’ve done is dragged the files from where they actually were, to the pretend folder, which is actually where they were in the first place. Thereby creating a vortex and a black hole that has sucked everything in*
*this sentence may be hyperbole