.dat files have 'mysteriously' appeared in "My Documents" folder

I downloaded a number of programs today (http://www.techsupportalert.com/best_46_free_utilities.htm - way too many temptations for me there!), but haven't actually installed any of them yet. I don't recall having done anything else on the computer, other than receive and reply to some emails, but I just happened to notice that my "My Documents" folder suddenly contains six .dat files that weren't there this morning. They're all 1KB in size, no mention of any "index.dat" per se, which is the only thing I seem to be able to find any info about through google (names are A0YBG31F.dat, WWSIKWEH.dat, 1OUJLDF7.dat, KEVFAB2U.dat, 8P3EFYCI.dat, and W T F4HKP0.dat, in case that's of any consequence [there aren't really any spaces in that last name, but the first three consonants are apparently considered an expletive here, and show up as *'s if I write them all together!]).
Is there any way for me to determine what they are &/or where they came from? Can they be opened somehow, to see what they are - if so, do I want to do that? Could they be some kind of "infection" - virus or something? Can they just be deleted?
Thanks!
Addendum: Just found the following while continuing my '.dat files' search:
"Data errors can occur within the Index.dat files and they can get out of sync with the files they reference. Power failures, System failures and improper shutdown procedures can cause the data errors. Data errors can also occur within the actual data files. Any of these these Index.dat errors are considered to be corrupted cache. "
That reminded me that I did have some shutdown problems yesterday (but none this morning, when the files appear to have all been created). The only thing that had changed on my computer yesterday was that I had run "a2free" for the first time, and it found 4 malwares that I told it to delete. Couldn't find anywhere to UNdelete the entries to see if that would resolve my shutdown problems, but then when I tried rebooting the computer a few times this morning, the problems seemed to have vanished (the time of the dat files' creation could conceivably coincide with my reboots). This evening, I couldn't shut the computer down again, so I used System Restore to go back to before my "a2free" run, and I've rebooted without incident twice since then (so I'm hoping that took care of that problem)...

 

Once again, I think I solved the mystery end of my own question.
I use Star Downloader as a download manager, and today I chose to move its "Partial downloads" to "My Documents" (on D: ), rather than have them on C: (which is where the folder was created by default). There are a few additional 1 KB .dat files in the original folder (the one on C: ), so it's likely that's what the 6 'mystery' .dat files are too. I have now created an actual "partial downloads" folder within My Documents, and have made it my default target - which should eliminate the "free-floating" dat files as they appeared earlier.
One last question, though, for anyone who knows the answer: as long as a download finishes successfully, is there any reason for me to keep the .dat files in the "Partial downloads" folder?
Thanks again.

 

check date/time stamps for ideas on what created them.

.DAT is a normally used extension for many programs. simply put, it implies DATA for something

easy thing to do and avoid trouble for info on ANY file is to create a shortcut to NOTEPAD in u'r 'sendto' folder. then rclik any suspect file and choose 'sendto/notepad' where it'll open as text. note that .dats are more often than not 'binary' meaning when u view them in notepad, u'll get jibberish code more or less. but ... u CAN often find some indicator of the creator in the first few lines.

u can do start/run and type in SENDTO to open that folder. then u can rclik u'r start menu entry for NOTEPAD in accessories and drag it to that SENDTO folder. release and choose 'create shortcut'. u can also use WORDPAD to view huge files as it'll open anything mostly

 

Thanks, Skeet! Never knew Notepad and Wordpad could be used to view .dat files. BTW, they did turn out to be associated with Star Downloader - as Tony suggested, they showed the date/time of the downloads, and the urls from which they'd been downloaded.