What's lying around your Mac?
Well, lots of stuff. Some supplied with the OS distribution like large numbers of languages, fonts, and device drivers, including a huge number of printer and scanner drivers. Some accumulated by the OS during normal --and not-so-normal-- operations: temporary files, logs, crash reports. Application software stores stuff on your disk, too. Many, maybe most users are completely unaware of any of this stuff, and that's fine.
Then there's your stuff. It accumulates. Sometimes it goes in unexpected places. I _never_ use my "home" folder (e.g. Documents) for storing my work files, but I slip up too frequently and every so often I find I've accepted the default app save location and I need to rescue my files from there.
When you say, "on my HD" do you mean at the root (top) level, or buried in the folder heirarchy? If so, where?
One new wrinkle in MacOS 10.7 is the autosave feature. I've noticed more than once opening new window in a standard app, pasting something into it, then completely forgetting about it. After my weekly site maintenance reboot, I'm surprised to find the "untitled" document on the desktop exactly as I left it. It is a bit eerie, but ultimately what I'd hope for... I think.
My first suggestion to you is to observe over time what's happening -- where you might have put stuff and where it turns up later.
Check your apps settings, particularly of browsers. Where do they put temporary files?
Do you locate these unexpected files during Finder searches? I'm not sure, but I think Finder Search looks inside compressed files, which I somehow imagine should be invisible to searches. In some cases, I've copied a very old archive made on a PC to my Mac, expanded it, forgotten about it entirely, and later I get some very unexpected finds, things like dlls.
It is really good to be aware of what should be where on your computer, in terms of security and being able to find important stuff. So I'm glad to see questions like this. But if you look, be prepared to discriminate between "unexpected" and "suspicious". Yeah, that's yet more to do.
Oh, and remember: "Google is your friend." I just searched and found a posting to the effect that "maglevexpress" is part of the Trainz simulator game. Does that ring a bell?
HTH