Why does a Space begins name for some files?

Why does a space begin with the names of some files downloaded by DIM? I do know how to fix multiple file names that have a space in front of it, but why do I have to? My computer complains if there is a space in front of a file name.
Comments
Do you have some examples? I just went through my entire downloads folder (6887 files) and none of them beging with a space. All files start with IM then some number of zeroes then the SKU.