Mac OS X leaves invisible files on Windows shares, but the files are visible to Windows users. The files are harmless but irritating. Here’s a brief article explaining the matter: “Dealing with Resource Forks and .DS_Store Files on non-Mac Volumes”.
There are a couple of ways to suppress these guys:
Apple offers command line instructions to suppress these critters.
BlueHarvest is a $10 shareware control panel to selectively suppress and delete the files.