They're malicious files. This has come up before:
http://www.zenphoto.org/support/topic.php?id=10173
It may or may not be Zenphoto that has the vulnerability allowing these files to be created on your server. It could be any other scripts you're running, or perhaps a vulnerability outside of your hosting account. These files are usually shell scripts of varying complexity, and are very serious security holes. The attacker using them could gain way too much access to a poorly protected server this way.