I don't know where you are saving the photo at on your PC, but generally, you should select a directory to save the photo to and that is all that should be there. What you are describing sounds to me like the web browsers cache directory.
Whenever a browser (like Internet explorer or Netscape or Mozilla or Firefox) visit a webpage, all the items that make up that page are stored in a directory that is called 'cache'. This is so that the next time the browser goes to that page, it doesn't have to download all those pics and buttons etc and can load faster.
Your browser has an options or preferences menu, under one of the top menus like 'edit' or 'file', that you can set up how it works and tell it where to store this stuff and how long to keep it.
Normally, the default is a subdirectory of the browsers main directory where the actual program is stored on your computer.
Are you asked where you want to save the photos when you select save image? If so, select the 'my pictures' directory and see if anything else shows up, because it shouldn't if your cache settings are correct.
