When Drupal creates new directories on the filesystem it attempts to output a .htacess file into that directory. The reason it does this is to maintain a secure Drupal installation.
Some webserver configurations make it possible to view all of the files in a directory, which can present a security risk. The .htaccess file that Drupal attempts to write to directories is designed to switch of this behaviour so that your webserver does not leak data that you do not intend it to.