I have some problem with my computer where each time I open any kind of file, the file look liked to be copied. But then disappear when I close the main file.
I cannot find any suspicious in your system, but you need to update it asap:
- install service pack 3
- install Internet Explorer 8
- clean temp-files, cache of browsers etc. (CCleaner)
Sure you may check your system with CureIt in safe mode or from LiveCD.