This happened a few days back. I was just browsing my "My Documents" folder, when I noticed a folder missing - My Videos. I panicked, then discovered it was still there when I enabled "show hidden files and folders". But I don't know how it became hidden - I'm sure I didn't do it. It didn't bother me much, but I still don't get how it happened. I'm running windows XP Home (I think..), with AVG, Avast, PC Tools Firewall(although not at that time - I just got this recently), Spybot S&D, Ad-aware, Spywareblaster, and of course, CCleaner. Could this be a cracker trying to get to my PC?
It "may or may not" have happened because of using some software title, or from using some registry cleaner, etc., the list goes on and doesn't necessarily mean someone has hacked you. Who knows for sure, you can always run anti-malware scans with your anti-virus and anti-spyware to find out if your system is clean.