Temp files with dog icons

Hi,

All of us at our office (and PCs at home) have files in C:\Windows\Temp\ that are .exe files and the icon is a jumping dog. The file name are random (such as AZF4B7.EXE) and can’t be deleted. Sometime, I will have more than one, and they can all be deleted but 1 of them.

Does anyone know what these are? Can we get rid of it somehow?

Thanks.