[ Programming & Design ] Open Question : What is a "dms" file?

Lately, when I log on to the internet, I get a text file labelled "dms" popping up on my desktop. I'd delete it, and the next time I log on, there it is again. Can someone tell me what this is, why it's downloading itself onto my desktop, and how to prevent it? (or at least send it somewhere else?) Nothing seems to change when I delete it....it just downloads itself again later. Thank you!