Many files of type(.tmp) created in temp directory

[Xhek]

After a statement or a simple select the application creates many files of type .tmp like frs23232.tmp in directory C:\Documents and Settings\%username%\Local Settings\temp.....
some of them after closing the application are deleted but most of them are not. Does anyone have an idea, why they are not deleted? I Solved this by running a batch file On App_exit like:
cd\
cd C:\Documents and Settings\%username%\Local Settings\temp
del frs*.tmp