New
#11
.tmp files
The .tmp files are probably generated by Word when either 1) You open a new file (I know this happens) or 2) The files are generated every time you do an autosave. Word SHOULD clean them up when you close a file. Back in the "good old days" of Word 6, those files never got deleted. Which was sort of a good thing. Delete your document, you could re-open it IF you knew which .tmp file to open. Saved my butt on more than one occassion!
As far as saving to a folder with an underscore, I have no idea what would cause that problem... Have you tried googling for an answer?