Windows 7: What is "mrt" and "mrtstub"?

I was read over an external hard drive on my computer. The OS was not installed on it or anything. I see  this folder with a lock on it and inner are two files. mrt and mrtstub.

I Googled it but nobody really came up that helped me.  I Just stuff  like "Is this maleware?" or "How can I avoid it from re-installing?" and it's made me concerned now because I never installed anything on that drive. Just got files stored there.