Okay, after a bit of research I understand what the xmp files are for and how they work.
But, .... I'm still not sure what's happening with my camera to computer transfers. Presumably the camera creates these files and stores them along with the nef files, but they're not visible. Why for example, out of a shoot of 40 or 50 shots, will only one have it's xmp file listed in the folder after transfer.
Rich, I'm sure you're right and that I should be reformatting after each use (already had that advice from someone else recently) and from now on I will. Perhaps that's all it is, the card is getting a bit scrambled?

?
Anyone else got some clues??
Bob.