Normally on cliking desktop icon of PSE it opens the Welcome screen .
But you are saying on opening it opens any folder .
please provide the screen shot of icon and update your OS?
You can directly open the Editor or Organizer -
Win -C:\Program Files (x86)\Adobe\Photoshop Elements 11\PhotoshopElementsEditor.exe
Mac- go to Applications > Photoshop elements 11
In Applications>Adobe Photoshop Elements 11>Support Files.
PSE doesn't create anything on your desktop except the installer itself when it's mounted. Can you post a screenshot of what you're seeing? (If you don't know how to do that, press command+shift+4 and drag over the section of the desktop where this icon is, then it will appear on the desktop as a png file named with the time you took it. Come to the forum web page and use the camera icon above the message composition area to include it in a message. You can't send screenshots via email.)