i have done this. i have in fact left VS2003 with VA 1432 sitting here for about 1 hour, and i still have 4 files in the directory. using a dos prompt and "dir /A" the listing is:
05/12/2005 23:40 <DIR> .
05/12/2005 23:40 <DIR> ..
05/12/2005 23:39 19,456 file_creation_test.ncb
05/12/2005 23:36 925 file_creation_test.sln
05/12/2005 23:39 7,680 file_creation_test.suo
05/12/2005 23:39 3,460 file_creation_test.vcproj
4 File(s) 31,521 bytes
2 Dir(s) 17,341,202,432 bytes free
it is safe to say i am not seeing any files being generated. i followed the instructions (which were nice and clear) to the letter.
do you have any other plugin's installed? what is in these files? can you reproduce this on a different machine?