Do you have any kind of backup software running? .BAK is generally a backup format. (I've seen it used specifically in firefox for bookmarks and apps like Autocad for auto-backups)
Have you tried going into MSCONFIG and disabling all start-up items? You could do this and then start enabling them one by one until you find which service is giving you the message.
Another option is to check out your event log and see if it writes any more information about the error. For example, there might be something like a failed MSI file trying to re-install something and that just happens to be one of the missing files.
Hopefully this is somewhat helpful.