Nero's CD database (titles/artists/tracks) stores information in .idx files, and can generate quite a number of them. Were you copying audio CD's? Do the files have the extension .idx? If so, then there is a good chance you have the local database enabled and the path set to your desktop.
In Nero, click "File"->"Preferences...", and then select the "Database" tab and see whether or not you have the "Use local Nero CD database" enabled (check mark in "Program database path:" or "User database path") and, if so, if the paths point to your desktop where you are seeing all the files.
This is how to post pictures here:
If you don't have access to a web server and can't post your screen shot, then at least tell us the full names and extensions of a sampling of the files.