Every time you open an Office document, it creates temp
files. As an example, you may have a Word document
named "Word.doc". Each time you edit it, Word creates a
temporary document to store everything you type. Each
time you save, it transfers the changes into the original
document. There might be all sorts of edits you make,
like cutting and pasting from other documents, from the
Internet, tables from Excel, etc. You may end up with
several types of temp files for each document you have
opened.
So you end up with "~$Word.doc", "~WRL0003.tmp", and
others like that.
What you're doing is considered a bad habit. You have
documents on your desktop that you're editing. Since the
desktop is a folder, the temp files are littering your
desktop.
Good practice is to store documents in your My Documents
folder or elsewhere. Then you can use right-click
and "Send" -> "Shortcut to desktop". That way the temp
files litter the folder the document is stored in off of
the desktop.
Of course, even we that know good habits break teh rule...