First, if you rename ashgrove.BAK to ashgrove.NWC (or whatever extension Noteworthy composer uses), does it open in NWC?

Windows seems pretty clueless about files if they aren't named with a big hint about what they are. ".BAK" could be a backup of anything.

It's a bit weird that they aren't being deleted though...
Maybe renaming them first will help them to stay deleted ??