Someone Explain This Again, Please

In GIMP I can open a picture that is apparently in "clayton\Pictures\Pictures\2009\2009-06 (Jun)"

If I go the command line, directory C:\Users\clayton\Pictures\Pictures\2009\2009-06 (Jun) has the pictures.  But under My Pictures in Windows Explorer, 2009 has only three directories and none of them are 2009-06 (Jun).  I know Windows tries to be clever, not showing you everything it should.  But how do I get the missing directories to appear?

Somehow, I fixed it with right click Properties, Location.  Still would like to know what silliness this is.