Many systems use small temporary files to exchange information between two applications. There can be many reasons to do so: To support network file shares, to have a queue system that is not tied to any kind of special software, or simply to keep specifications simple. There are many well known examples of this, including mail systems like sendmail and postfix.
The problem is, that most Windows computers use the NTFS file system, which supports journaling. This means that every file that is created, actually activates the physical harddisk. On a system with a load, this can cause serious latency, which slows down any system. Unfortunately, it is not possible to turn off journaling for a single directory.
The solution? Install a RAM disk. It may take a part of your system's RAM, but it's surely extremely fast at creating and deleting files. You can get a RAM disk here. If you want to see performance numbers, see this page (use Google Translate for English version).