No its not a spyware or a virus. I have this proble to but it happens with JPEG icons as well.
The reason is because of the thumbnail you can set it to save. If you right click the file and go to properites, theres an option for it to grab a snapshot, and do you want to show it or not.
You could just disable that, I have and just read the name like I used to before having Photoshop.
I have never seen a fix or what is causing it, though its nothing out of the ordinary in that sense