By default, OSX creates a 'ds_store' file in every folder it touches where one does not already exist. This file is similar to the Windows 'desktop.ini' file. It contains information about icons, layout and stuff like that. Locally on the Mac that is fine, because OSX knows that it should hide the ds_store file under normal situations. However, when you browse out to a Windows share, you leave an annoyance for Windows users, since OSX does not set the 'hidden' flag that tells Windows to hide the file.
Chances are, you don't need the 'ds_store' on the Windows folder you browse to, you probably are not going to do much customization of the folder layout. If that is true, then you have the option of telling OSX to stop creating the ds_store file on network shares. Here is the command:
defaults write com.apple.desktopservices DSDontWriteNetworkStores true
As always, the command is case sensitive and you will have to reboot the Mac for this to take effect.