Strange IE9 History Behavior!

I just noticed something very strange in IE9 browser history and wondering how can that be happening. In the history tab of view by order visited today, I am seeing some .ini and .txt files that I have on desktop and IE9 is taking them as IE shortcuts. Even thou, they were not downloaded or opened in IE in anyway, how come they are appearing in IE9 and seeing in the shortcut properties I can see the times the file has been opened as "visited: xx" and it increments by one everytime I open the file in notepad.

Just made me curious why thats happening.

Not to be a dick but why are you using IE? Just use Mozilla Firefox or Google Chrome.

Don't really care for fire fox much anymore, Chrome is nice and I don't even mind IE9 but I heard in some of the earlier IE there were some security issues.