Any time a program or Windows crashes, any files that were open are not closed properly. Part of closing is writing all the file location information in all the right places. Without this info, Windows can't find all the parts of the file.
When SCANDISK or CHKDISK is run, all the parts are identified as "lost file fragments" and converted (if you want) into CHK files. Face it. Stuff crashes all the time. If you only run SCANDISK once a month, you get a month's worth of old crash junk. If you were working on (and lost) something important just before a crash, you might want to try to recover any data from any CHK files that exist.
On the other hand, if you aren't in a state of panic over lost data, just delete any CHK files. A handy tip: Keep your disk defragmented. That way if you ever do lose it all, the lost file fragments will be more likely to be complete files.
The FileCHK application was designed to be a small tool that will check for files named FILE????.CHK in it's directory and rename those CHK files to the correct extension.
FileCHK can identify the following file types:
3DS - 3D Studio
AI - Adobe Illustrator
ASF - Microsoft Multimedia
AVI - Windows Movie
BMP - Windows Bitmap Image
CAB - Microsoft Cabinet
CDR - CorelDRAW
CHM - Compiled Help
DOC - Word Document
DWG - AutoCad Drawing
EXE - Executable Program
GIF - Compressed bitmap
HLP - Windows Help
HTM - Web Page
JPG - Compressed Picture
LNK - Windows Shortcut
MDB - Access Database
MID - MIDI Music
MOV - QuickTime Movie
MP3 - Compressed Music
MPG - Compressed Movie
PDF - Adobe Acrobat
PSD - Adobe Photoshop
PST - Outlook Personal Folder
QT - QuickTime Movie
RAR - RAR Compressed Archive
RMI - MIDI Music
SWF - Macromedia Shockwave
TIF - Tagged Image Format
TTF - Font
TXT - Plain Text
URL - Internet Shortcut
WAV - Sound
XLS - Excel Spreadsheet
ZIP - PK Compressed Archive