max creates extra files

It happens to me every now and then: after saving a max scene a new file appears with strange characters and no extension.

Has anyone else had this issue? (See attachment)

Opened in notepad displays this type of stuff:
MDMP“§i Ù~yQ@  4 ˜  Ÿ Ø
ƒ è*  ´$ 2:  ¨ ð  8 Œ 
strange file.jpg

Yep - I see it all the time. Caused no issues and according to Vlado, only autodesk knows what the hell they are.