Also how can I stop them from returning?
Upgrade to Windows XP.
Not to cross swords with Richard but these files are detritus left behind by a program that does not clean up after itself when closed.
Files still in use are denoted by the tilde sign ("~" on the Brit keyboard.) Each one uses disk resources even though of zero size. Personally I'd ditch the lot. If a program wants them it'll recreate them.