It has happened to me in the past. Basically I have come to the conclusion (and verified) that somewhere along the line I clicked the mouse when I shouldn't have.
When it happens, you can always click Undo Copy under the edit menu when this happens, or just delete all the "copy of..." files and resume.
Many times using Windows XP when I want to select some of the jpg's from a list of say 20 or 30, I hold down the control key and then select some to move to another folder. But the problem is that sometimes when I do that it will start to make "copy of" the jpg and instead of selecting the jpg's, it will start to make extra copies.
How can I prevent this from happening?