Forget about CanonGuitar.sgt being in a folder. (Why should it matter?) - Put the 'Close-down' on hold. - Just concentrate on those spinning plates!
But as regards,
"Everyone should just delete CanonGuitar.sgt if found." - that appears to be impossible. - After every visible copy of the file has been removed for my computer, as soon as MA3 is run again, or the Playlist opened, the CanonGuitar.sgt file is back in the Documents and Settings folder.
..... Its always been there. For as long as Documents and Settings has been used in place of, Program Files\SereneScreen\Marine Aquarium 3.