Not sure if this is your problem, but when I'm very busy and not concentrating, I sometimes leave my finger too lone on the ctrl switch whilst dragging a file, this causes the files to be copied.
Have you tried navigating to your directory and using the menu system. edit, select all - edit delete (obviously this will only work if you wish to delete all files in directory.
failing that open a command window, navigate to correct directory and use del command.
del *.* /p will delete all with confirmation so you can say no to files you wish to keep (long winded if you have huge numbers of copied files. Anyway del copy*.* should remove all copied files.
