Actually, since I come across these things every day, this can resemble behaviour of countless viruses. So as to one of the posts above, yes, it could be that, or if you really want, I can list pages of different malware that do the exact same thing as described in the OP.
If it is virulent (and it sounds like it is), being able to execute the file means nothing, as does not being detected by your AV. And this applies to ALL AV products - new variants of malware will be able to bypass detection from all products. Get it?? Good!!!! No product picks up 100% of new variants 100% of the time. So a new undetected virus may just have bypassed your AV product's heuristic scanner. That's life...
Now that I've finished ranting slightly...
Another possibility of not being detected:
The memory stick was infected, and when placed in another workstation, the files were disinfected. Meaning that the malicious part was removed, but the remainder of the file stayed behind. Unlikely, as with the majority of this form of propagation, the entire file is malicious and would be deleted or disinfected to 0KB. I DO NOT IN ANY WAY THINK THIS IS WHAT HAPPENED, ITS JUST MENTIONED AS AN ALTERNATIVE EXPLANATION...
To actually check whether it could be something - do as recommended above: upload to virustotal, run malwarebytes, or load a different AV, etc, etc.
Another thing to try would be to actually upload a sample to your AV vendor (most of their websites include this option somewhere) and let then analyse the sample - this way they can add it to their definition database for future detection and action...
And if you discover that the files are malicious, then using whatever AV product you like (that detects it) - run a full check of your PC, ie: rootkit, virus, spyware, memory scan, etc. Just some advice
And yes, I've had a bad day, or rather bad two weeks!!!
These files will hardly fill a hard drive, at one file per folder, 40.4Kb per file. There must be a process that created these files, but I can't find any.