Ok, I think I know where I have made my faults and what the explanation is and I will do my best here to explain it. If I am wrong in any of this, someone please step in and let me know.
I am using Configuration Manager for Operating System Deployment this means that even though Windows Deployment Services is installed, I am not using it. I am using the services it supplies but that is it.
So, originally when I enabled the PXE folder I saw nothing in my C drive, however when I went to copy the boot images to a distribution point (which is usually your first action if you are using OSD) I saw that there were two DPs. I choose the second one that had the share name of SMSPXEIMAGES$ (orginal folder name is RemoteInstall which now I have realised that even though I am not using WDS, this is the DP for WDS! I need to choose the first DP I see in the list which is the DP for SCCM, this is called SMSPKGD$
This clears up the confusion why I/everyone will have two DPs
To move my DP then to my C drive to my D drive, was very simple in the end. I took the following steps:
1 Remove the Boot image files from the DP
2 Remove the PXE Service point server role from my configuration manager server.
3 Deleted the following folders from my C drive:
RemoteInstall / SMSPKGD$ / SMSSIG$
4 Rebooted my server
5 Created a simple text file called no_sms_on_drive.sms
6 Enabled the PXE Service point server role on my configuration manager server
7 Noticed that the following folders were NOT on my D drive
RemoteInstall / SMSPKGD$ / SMSSIG$
8 Regardless I went ahead for the boot image files (when copying them to a DP specified to create a new DP and specified the first DP on the list and NOT the SMSPXEIMAGES$ folder! Once I had done this (afterwards) the following folders had appeared on my D drive but I noticed that the did not have the share icon
9 - Rebooted the server and now the three folders had the share icon
This is how I did it
Whew!
Is this clear for everyone what happened?
I put the no_sms_on_drive.sms file on my C drive so no SMS componet would be created there. When I created the PXE service point no folders were created on the D drive, the only happened when I selected that something be copied to the DP.
Strange but true!