Once deleted to the recycle bin...Empty the recycle bin.Then go to System restore and turn it off,reboot and turn system restore back on.
Now see if these files still exist.
Make sure you delete everything you want to delete from OE then empty the recycle bin.
It may be possible you have a Worm/virus/Malware/Spyware connected to a file somewhere on your system.
Have you run Spybot/Ewido/Adaware click here
Hope this helps.