Can you copy it to an empty thumb drive, delete it off the device it's currently on, as see if deleting it does anything strange?

It may be a Windows swap file? Check your swap memory settings.

I've heard that you can get the security tab if you start XP home in safe mode. They just hide it because they think you're stupid.

Isn't that file the index used by Windows when you search your drive for something ?
It's basically a list of all the files you've got, so when you search for something it browses that file instead of going through the entire drive.

Or did you transfer a massive amount of data from one drive to this one ? Because that could be the residue of the operation.

Did that last night, so far no odd behavior.
The swap is labeled "pagefile.sys", not "Shared".
It is definitely not the indexing file, the first thing I do on a new install of XP is turn off the indexing, which automatically deletes any indexes previously created. Besides, that file would be named "index.dat".

I did transfer a large amount of data to this drive, but not on the date/time of the file itself but rather weeks earlier.
Crap. I've already moved the file to an external drive, that would screw up any owner info it previously had.

I wonder if you can do an XP Repair instead of reinstall, that way all your other stuff stays where you put it.

First of all, why would I need to repair or reinstall? Nothing's broken, I just have a mystery file that I can't identify. Second of all, hell no! The few times I have had occasion to repair or reinstall, repair has always caused more problems than it fixes. MS burned me with that so-called "repair" enough times that if I did need to fix something here, I would just back up my personal data then reformat/reinstall Windows.

BTW - The moving of the file hasn't affected anything yet, all my regular use apps still work fine and the file has not bee re-created by anything.

EDIT - HOLY CRAP! I think I know/remember what it is! IIRC, I tried to rip a DVD that night using a CLI ripper program (CD2ISO I think) and had some problems with it. I was trying to put the ripped DVD in E:\Shared Documents\Video, but when the rip finished, I couldn't find it there. I figured the rip had failed in some way and left it at that. I bet the ripper stopped at "Shared" because of the space in the file name and left off the file extension.

<runs off to check>....

Yep, that's exactly what it is. I added the ".iso" extension to the file, mounted it, "XIII - The Conspiracy" starring Val Kilmer and Stephen Dorff starts playing. Mystery solved!

:/ you threw us when you said he 'only' thing you'd done was watch a stream :P

Ah well, another mystery solved then.

Yeah, with the time stamp on the file, that was the first thing that came to mind, I only just remembered that I was also ripping a DVD. I honestly wasn't sure if I had done that on New Year's Eve or some other day until just now.

i bet the real answer is that the file included some AI from the future that was able to take over his body somehow and then posted that message about the ripping stuff to make sure investigations are over now

they're heeeere