It seems that puTTY dumps crap in the root folder.

 Volume in drive C is Local Disk

  Volume Serial Number is 5C04-438C



   Directory of C:



   2004-05-26  11:25               600 PUTTY.RND

                  1 File(s)            600 bytes

		  0 Dir(s)  27,420,908,544 bytes free

Also, does anyone know what a .SDO file is?