First - everything you see in a web page is first downloaded to your system in the browser cache folder, or the browser temporary folder, varies with browsers. The files get downloaded then displayed.
Second - the only times I've seen this type of behaviour is when the recurring file/s are part of a particular trojan or virus and it has a hidden file that keeps propagating itself after being deleted. Most common with those autodial trojans that have your system automatically dial their premium numbers.
To get rid of this you need to find the base program and delete it. Sometimes a Restore will work in Windows, but not often. Do a check of all files / folders changed or created since a date before this started, and have a close look at them.