Your Windows 2000 computer has a Documents and Settings file in the root folder of a drive. The Documents and Settings file has no file name extension, and the last few characters of the file name may be missing.
This file was probably generated by an old version of Windows Media Player when a local user account was created, or an administrative user connected via Terminal Services.
The file has no use, and can be safely deleted.
To prevent this behavior, upgrade to a later version of Windows Media Player.