Then al I can suggest is see if you can bump up the security settings, (file Properties, Security tab, Advanced button) and either edit the User permissions, or set a Specific Owner, which 'may' block writing/adding to that folder. There is also the Effective Permissions, which can be further tweaked. Unfortunately I have never tried any of this, so I don't know if it would work.
Unfortunately I don't have any other ideas to track down what may be creating this folder, why it isn't subsequently removed and why there are no files in it when you check...