I've not heard of this before. That file is definitely not in the files I've uploaded, and I don't see it in the downloadable versions either.
Without knowing more information, I'd guess that the file is being created by some anti-malware software, possible triggered by the new version check if that has been enabled (there's a prompt on first run that asks whether or not the game should notify when a new version is available, and the setting can also be changed in the System Settings menu).
It would probably be best to follow up with your anti-malware vendor about the specifics of this.