What are the IMGnn folders on my Exchange Server from Backup Exec

I am running Backup Exec 2014 on a server.  I have an agent for Exchange 2007 server to back up the databases.  I have noticed that the Backup Exec creates IMGnn folders on the C: and D: and F: drives of my Exchange server.  I can delete some of them if they are older but the newer ones created in the past couple of days I cannot delete.

Question:   How can I stop them from being created?      How can I delete them?

Thanks much

Cathy Adams