Defense+ creates TMP*.tmp files instead of blocking

I noticed that Defense+ works strangely on my Win XP SP3. It creates TMP*.tmp files with size 0 bytes and MD5 D41D8CD98F00B204E9800998ECF8427E when I have blocked this for Protected folders.
Step by step what I did.

  1. Added rule for notepad.exe in Defense+ and blocked Protected files and folders for it with checkbox
  2. Run notepad.exe and tried to save txt file in WINDOWS folder
  3. I recieved error for this operation
    4 I looked in the WINDOWS folder and finded TMP*.tmp file there.
    Can someone confirm this behavior?