Hi Tom,
To know which process is creating that folder, you may use Process Monitor.
How to Use Process Monitor to Track Events and Generate a Log File - The Winhelponline Blog : http://www.winhelponline.com/blog/process-monitor-track-events-generate-log-file/
Process Monitor : https://technet.microsoft.com/en-us/library/bb896645.aspx?f=255&MSPPError=-2147217396