Weird folder on external hard drive

So today, I found this folder in the root directory of my external HDD. Its name is 8a09470bd2a6be38d9de0c and when I tried to open it it told me I did not have sufficient privileges but gave me an option to continue anyway (since I'm on an admin account).

In it there are 3 files:
A hidden file called $shtdwn$.req that is 0 bytes
A file called mrt.exe._p that is 1.38 MB
A .exe file called mrtstub.exe

So I'm suspicious of what it is because it just randomly appeared on my external hard drive, which only consists of data and games, no operating system.

Anyone know what it is/what it does?

Thanks for your help.

It's all part of the "Microsoft Malicious Software Removal Tool".

It would have been downloaded in the last round of Windows Updates, and then it runs in the background after it is intstalled. Not sure why it ended up on the external, but it's not a virus or anything.
Nothing to worry about.

When you run the Windows Malicious Software Removal Tool, the
tool creates a randomly named temporary directory in the root drive of your
computer. This directory will contain several files and includes the
Mrtstub.exe file. Most of the time, this folder will be automatically
deleted after the tool has finished running or after the next restart.

I'd restart and see if it there afterwards. Deleting them won't harm anything either, fyi.

See The Microsoft Windows Malicious Software Removal Tool helps remove specific, prevalent malicious software from computers that are running Windows 7, Windows Vista, Windows Server 2003, Windows Server 2008, Windows XP, or Windows 2000

Ed