Can I just ask you:
If you don't delete the folder that appears on the desktop and restart your machine, does the folder stay on the desktop?
If you know someone who also uses Steam, perhaps you could get them to do a search of their system to see if they have the same folders stored in a different location.
One or two things I might do is, go to 'Folder Options' in Control Panel and check the 'Show hidden file' option.
I would also un-check the 'Hide system files' option.
Then I would open the rogue folder, start the game and see if any files appear in that folder during game-play.
I would also do a search in the registry for the folder name. There may be a key that sets the default path of that folder.
It could be that because the game is running from another drive, Windows finds it necessary to create that extra folder.
Also, I would advise you to disable the page swap functionality. This will increase the life-span of your SSD.
Some badly coded software won't run with virtual memory disabled so you should bear this in mind if you come across an app that won't work.
Defrag is redundant for SSD's too so don't try to boost performance using that.