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is your OS or Safari set to auto-update?
it's possible that it's getting files that it needs to connect to ASP.NET sites from microsoft.
turn off auto-update if it's on and see if it still happens (I don't use a Mac [bleh], but I assume that it has this function).
most likely, the files are benign (and under 1kb in size).
is your firewall active and up to date?
next time, write down the whole file name (if you can) and google it. that will usually tell you what / why / where.
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