That happens because some program creates them. Most likely it won't happen if you boot into Safe Mode. That's easy to check.

It could be the names of those files tell something about the program that does it, but since you didn't tell about that, all I can advise is to find out what program is writing those files by stopping from Task Manager one by one all programs that you don't trust until it stops. Then it was the last one.

Can you tell what program did it?