I feel like there may be something you're not telling us, which would explain how it came to be this way in the first place (yours is a very unusual problem).
I've heard confession is good for the soul. If you have a confession, now's the time..
For example: you have some kind of auto-import running. Or, you are storing your photos in the same folder as your catalog...
If you've got no such confession to offer, then please post a screenshot of your catalog folder (in Explorer/Finder) Windows did ya say? Mac?? Lightroom 5._? (fill in the blank)
Also, a screenshot of your folders pane in Lightroom.
And, a description of the import procedure you follow: what you do, what you see, what you click...
(+any other info that might aid trouble-shooting..).
Rob