I also think those are spyware files, which might have been installed by some program, such as KaZaAA and others.
Just to rule out the possibility of having spyware/adware in your computer, you can download and run a small, free utility called Ad-Aware, from http://lavasoft.de
When you run the program, check all the items in the left pane, then click on Scan Now and let the process go on.
If it finds no spyware/adware, you'll see a message congratulating you on having a "clean" system. Otherwise, it will list spyware files and registry entries for you to check and delete. You should just follow the on-screen instructions that you'll see.
Bear in mind, however, that if you installed one of those programs such as KaZaA that secretely installs the spyware, it may lose (some) functionality after cleaning your system of those nasty files.
Anyway, a clean system is the way to go.
Juan