Myself also faced this problem with a pendrive. ALl folder open from a shortcut. With click on the file it may run any virus or mailware.Before use pendrive files or folder , You should scan your pendrive. I found there is two file named autorun.inf and shortcut.exe or anyhting. Follow this simple tricks to remove Shortcut Virus From Memory Card , Pendrive, Disk Drive etc.
-Just see your drive letter.
-It should be C:, D:,E:, F:, G:, E:
-Write your drive letter below.
J: Press Enter
del *.lnk Press Enter
attrib -s -r -h *.* /s /d /l Press Enter
J: is your pendrive drive letter.
-A file will be created and open for save a.bat.
-save it and run it.
-Your problem will be solve easily.
-save your files and format your flash drive/MMC/Pen drive.
-Thanks for visit.