Taken from ericphelps.com
So what is a CHK file? Well, any time a program or Windows crashes, any files that were open are not closed properly. Part of closing is writing all the file location information in all the right places. Without this info, Windows can't find all the parts of the file. When SCANDISK or CHKDISK is run, all the parts are identified as "lost file fragments" and converted (if you want) into CHK files. Face it. Stuff crashes all the time. If you only run SCANDISK once a month, you get a month's worth of old crash junk. If you were working on (and lost) something important just before a crash, you might want to try to recover any data from any CHK files that exist. On the other hand, if you aren't in a state of panic over lost data, just delete any CHK files. A handy tip: Keep your disk defragmented. That way if you ever do lose it all, the lost file fragments will be more likely to be complete files
