All files in Pendrive shortcut folder

I don't know if it is a virus or malware or something else.. but whatever I do, I couldn't get rid of it.

All my files in the pendrive are moved to shortcut folder named after the pendrive title and opening that shortcut opens a folder with no name and all the files in it.

I tried formatting the pendrive but after removing and plugging it back, the shortcut appears again which makes me think my computer is affected itself.

I tried googling about it and found that this is a common problem but none of the given solutions seem to work for me.

It isn't really affecting anything but I would like it to go back to normal. I am running windows 7(64 bits) and I have tried a full scan with Kaspersky and MalwareBytes.

Any would be highly appreciated.

Thanks