Something is creating shortcuts on m c: drive

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I know that Windows XP automatically creates 'shortcut' files in the
%userprofile%/recent folder but I've just found out that something is
automatically creating shortcuts to folders and files I have accessed
on my c:drive.

To investigate this, I tried editing a Word document and sure enough a
shortcut appeared in both my c:drive and my recent folder. But get this
- The 'date modified' time for the same file was one minute different
between them suggesting that two different processes were creatign
these files.

Call me paranoid but this seems a bit odd to say the least. I'm behind
a firewall, have antivirus and run Microsoft's Antispyware on a regular
basis. Maybe my company system admin wants to track down every file I
am accessing?

Anyone got any ideas on this?

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