Outlook automatically creating text files?

I’m having a strange problem with certain Outlook 2000 users. On some users (maybe 6 out of 100) every time an email is received, a small .txt file of the email is created and saved on the C:.

Every user in the company has XP SP2 with Office 2k, and we are using an MDaemon POP server for our email.

Has anyone seen this before?