In searching for some lost wav files I find a strange logging of some files in a "My Computer" folder with an Internet Explorer logo tag.  I don't find any actual wav files there, but for what reason are these tags there?  

What's the file name and extension? 

Don't worry about that stuff, You computer stashes all sorts of useless files but some are actually needed. It won't be a virus if that's what your worried about. I accept that I understand about 80% of what my computer does, needs and operates with. That's about 75% more than your average user.