|"Its filling up my memory" I assume you mean hard disk space.|
Have you been saving webpages - that's what they sound like? Are they in sub-folders of Pictures?
Could be a virus although the symptoms are a bit unusual.
Try these two freebies and see what they find in their logs:
This runs directly from the downloaded file (no install). Save the download somewhere and double click it. Use Scan and then Clean - it will remove any undesirable toolbars.
Always pop back and let us know the outcome - thanks