When you use the Save as Web Page
In English versions of Office, the supporting folder has the same name as your Office document with a suffix of "_files" (the suffix varies slightly if you're running Office in other languages).
Tools>Options in Win XP Windows Explorer includes an option, shown below, that gives you control over how to handle this pair. The first and third radio buttons seem to behave the same way: you see both in Windows Explorer, and if you copy, move or delete one, the other goes with it. With the second option you can copy and move the two independently.
There's a similar option setting in Vista.
Finally, my question: I can't find an option like this in Windows 7. Anybody know how to control this with Win 7? BTW, the default appears to be that the file and folder are copied, moved and deleted as a unit.