This happens in part with some Mac files that contain both a resource and a data fork. Windows doesn't know how to handle these files and breaks them apart. Also, Mac OS creates certain hidden files used by the Finder that also get transferred but are no longer hidden on Windows because Windows does not recognize the "." preceding a filename as the Unix shorthand for "invisible."
There are a number of free utilities you will find at
VersionTracker or
MacUpdate that can prevent this and the hidden files from appearing on the Windows drive.
Zipping files before transfer will also prevent the problem from occurring.