File fragments are parts of files on your disk that were lost by a program usually when its not closed properly. When these are saved, the file fragments are converted to file names such as File0000.chk and gets stored in the root folder of your disk. By using a standard text editor, the contents of these files can be viewed.
Use Window Washer - CleanMantra to delete all the File Fragments in your PC. By using CleanMantra, defragmenting your Hard Disk and always closing the applications and PC safely will ensure no lost file fragments.