It looks like you originally stored your library on your Desktop. Why? I'm not sure... that said, I just created a temporary folder called "ImportantStuff", created a library there, and then tried to delete it... I get a warning that says:
All files from /home/twowheels/ImportantFolder will be permanantly deleted. Are you sure?
(bold text is used in the dialog)
In your case it would have said "C:\Documents And Settings\Uses\dz1\Desktop\" (or something like that)... looks to me like it's fair warning.
Sorry, but I think you should read dialogs more carefully in the future.
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