nsf files are related to WebShield (the letters most likely mean Network Stream Filter or something similar).
The TEMP folder is meant for temporary files to be created, and Avast sure can create a lot of them (e.g. when you scan archives, hundreds and thousands of files may quickly be created there, and quickly removed). The same will be true for many other programs.
So... honestly, I'd suggest to somehow stop that monitoring or reporting... because if you're gonna investigate each temporary file created on your system, you won't have much time left to actually use it for anything else