Yes, it's probably something to do with having too many temporary internet files. For some reason, it also causes right-clicking on a graphic then saving it to disk to come up with untitled.bmp as the name of the file. Bizarre.
Now that you've deleted them .. make sure you change the settings to use a smaller cache .. by default it's like x% of your drive which with todays drives is just massive .. 100-150MB should be more than enough and helps prevent cache corruption.
If you shut your computer down (or even if you don't - I have it run on shutdown), it might be worthwhile investing in some software like Windows Washer. You'd be amazed at how much rubbish it can remove in just one day's use!