You made one? Ok I think I know what's going on here. Lemme guess, your EA games folder was empty? and you might have 2 of them?
Here's how they reorganized the windows 7 filing system. If you access Documents through the start menu, it actually brings you to a library, which, by default, has two locations shown to you at the same time.
More Info.Anyway, it automatically indexes (pretty much combines) 2 folders into your documents library. It indexes your personal documents folder and a public documents folder. This public documents folder isn't being used AT ALL by me. But it still gets an EA Games folder. Possibly leading to two showing hen you open up Documents. If I'm right, you put your downloads in this folder. Well, copy your downloads into the other one, which should has a ton more files in it, and it should show up.
If your like me, you have no use of that public documents folder. Open up your documents and click the "2 locations" link in it.

mine only says one because we're going to tell this library to stop showing us the stuff on the other documents folder.

You'll get this screen. Just go ahead and click the public documents folder, and click remove. It should look like my screenshot when you do that.
Note: This does not delete the public documents folder, it'll still be there. It's just not going to annoyingly combine with your documents when you open it up.