Although this is not necessarily a problem, it's annoying and and error is an error even if you can navigate around it.
Although you can reference other node modules even if they are not in the node directory, as far as I understand node requires the modules to be in the node_modules folder within the Nodejs directory in order to automatically find them. (I had a similar issue on osx and this method solved it.)
Try moving the contents of 
C:\Username\node_modules into C:\Program Files\Nodejs\node_modules\
Alternatively,
You can also install modules globally with:
npm install express -g
which allows you to access them without having to worry about your node directory, although these are then more difficult to manage and "you should try to avoid if you can".
From the Node Blog:
Just like how global variables are kind of gross, but also necessary
  in some cases, global packages are important, but best avoided if not
  needed.
In general, the rule of thumb is:
If you’re installing something that you want to use in your program,
  using require('whatever'), then install it locally, at the root of
  your project. If you’re installing something that you want to use in
  your shell, on the command line or something, install it globally, so
  that its binaries end up in your PATH environment variable.
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