>This application is installed using Visual Studio Installer, and the problem occurs when the executable is started. You can delete the files after quitting out of the application, but they will return when the executable is started back up again. As far as I know, this happens on both Windows 95 and Windows 98 machines.

I'm guessing this only occurs when started throught a shortcut? That probably means the "Start In" is blank or or set to desktop.