windows - problem deleting local website, just folder

I have encountered a strange problem with windows xp.

As a demonstration.

Open IE, save website (file..saveas..web page complete)

So whereever you put it, you have something like this
"
11/03/2008 18:34 104,796 Google Groups.htm
11/03/2008 18:34 <DIR> Google Groups_files
"

However. This is the problem. When I delete one, it deletes the
other.

I can see why windows wants to do that.. But I don't want this
supposedly helpful behaviour.

I can work around it by renaming one of them.

But I want a proper fix. Anybody?

note- before I was getting a message saying if you delete one it will
"break it"(it didn't use that terminology but we know what it meant).
So I went ahead with it. But doing this a few times, I used the fact.
that it also said I can choose not to get that message. So I did. But
now it deletes them both.

I don't want the message and I don't want it deleting both. I want it
to behave normally.