I suspect that at some time during your NX Manager session your users have executed commands in PCB Exchange that have resulted with data being created (logs) and placed in a temporary folder on your OS - such as C:\Temp\00001355. This is the folder that corresponds to the item ID of the current work part. For example, if you were to use "File > Export > Parasolid" and export a body from your part to the OS, NX defaults to to the temporary folder related to the item ID.
NX uses this container folder as a means for you to import data back into Teamcenter once you have completed your task(s) and raises the dialog when you save the part file. Teamcenter will attempt to import any data that resides in that folder - as long as it has associations set up in Teamcenter for the file types. The Import Files for Part dialog should list the contents of the folder - you can choose to import all of the files., selective files, or just cancel the command.