Heapdump files appear on desktop after browsing Internet

Hmmm... Then, the only thing I can think of is that it is some kind of weird malware. I would try the following steps to scan for malware.

1.) Turn off System Restore. This will expose viruses and malware so that they can be removed.
Start->All Programs->Accessories->System Tools->System Restore
On the left-hand side you will see "System Restore Settings". Click on it.
Check the checkbox titled "Turn off System Restore on all drives".
Click the "Apply" button.
Click the "OK" button.
2.) Download & install AdAware from:
http://www.download.com/Ad-Aware-SE-Personal-Edition/3000-8022_4-10045910.html?part=dl-ad-aware&subj=dl&tag=top5
3.) Install AdAware by double-clicking on the file you downloaded.
4.) In the AdAware window, click the link in the bottom right-hand corner of the screen titled "Check for updates now". Follow the prompts until you have an update from the Internet.
Do NOT run the AdAware scan yet.
5.) Download AVG from:
http://free.grisoft.com/doc/2/lng/us/tpl/v5
You have to scroll all the way down to the bottom of the page, and then click on the link "avg71free_375a703.exe".
6.) Install AVG by double-clicking on the file you downloaded.
7.) Click on the "Check for Updates" button.
Follow the prompts until you have an update from the Internet.
Do NOT run the AVG scan yet.
8.) Download Spybot from:
http://www.download.com/Spybot-Search-Destroy/3000-8022-10122137.html?part=dl-spybot&subj=dl&tag=but
9.) Install Spybot by double-clicking on the file you downloaded.
10.) Click on the "Search for updates" button.
Follow the prompts until you have an update from the Internet.
Do NOT run the Spybot scan yet.
11.) Reboot your computer.
12.) As the computer is booting, repeatedly press the F8 key, until a selection screen comes up with a bunch of choices. At the top of the choices will be "Safe Mode". Highlight this choice by using the up-arrow until "Safe Mode" is highlighted. Press <Enter>,
13.) After Safe Mode comes up, double-click the AdAware icon, and start a Full System Scan.
14.) Check any ads found and choose to delete them.
15.) Double-click on the AVG icon and start a scan.
16.) Double-click on the Spybot icon and start a scan. (Both the AVG & Spybot scans can run simultaneously),
17.) When Spybot finishes, click all instances of Spyware found, and delete them.
18.) When AVG finishes (this could take an hour or longer), scroll down and see if any viruses were "Deleted". This means that AVG found some viruses and deleted them.
19.) Reboot into Normal Mode.
20.) Test by going on the Internet and seeing if those files keep appearing on your Desktop.

Hopefully, your problem is solved.

If it is not solved, then post back here for more suggestions. You could still be infected with vicious malware. But in most cases, the steps I've outlined here will fix your problem.

coderlen