Unwanted Multiple workbooks opening

Whenever I open an Excel Workbook - I'm getting 10 workbooks opening for a miscellaeous group of files, none of which, except the workbook I'm opening are Excel files (doc,pdf,txt etc)

They appear to be all the files in <My Documents> which is certainly not the current folder.

First, what is causing this to happen? and secondly how can I stop this happening?

(I've stopped it for the moment by getting rid of all the files in My Documents. But this shouldn't be happening)

Thanks,

J.