Excel on Mac

For some bizarre reason, every time I open MS Excel on my Mac, it opens a crap load of other files. If I'm opening Excel by double clicking a file, it opens that file and some 8 other files, some of which are even .rtf and .jpg files, all of which used to be located on the Desktop but have since been deleted. If I open Excel by clicking on the program icon, it opens only those 8 files. It looks like it's trying to restore lost files or something. How the F*CK do I make it stop doing this? There's aboslutely nothing in the Preferences --> General that talks about this.