How do I get Excel to stop with all the temp files?

[Minty Fresh]

Every time I save a WS, Excel creates a tmp file. These files are supposed to
be hidden, and are supposed to go away once the save process has been
completed.
On my machine the tmp files are visible and stay in the save location until
I delete them manually.
Can't find anything in my settings that should cause this to happen and
can't imagine a world in which I would want it to.

How do I make it stop?

 

[Minty Fresh]

Forgot to add:
Excel 2003 (Japanese)
XP Professional (Japanese)