[Edit: darn, Nermal beat me to it...

]
Those are resource forks. The native HFS+ filesystem of the Mac allows each file to have two pieces: the data fork (which is what is normally used) and the resource fork. Back in the old days, resource forks were used to store a lot of the important stuff in a file. Some current apps still do this, probably because they have a lot of old code for that stuff. But most newer apps rarely use them, except maybe to store some metadata.
When you copy files with resource forks over to a filesystem that doesn't support them, OS X stores them in the
._name files. That way files that absolutely need the resource fork will still work when stored on a networked drive, an external Windows-formatted drive, etc. On most other operating systems, files beginning with . are supposed to be "hidden" (unless you turn off the option to hide them).
Unfortunately I don't know of any way to turn off this behavior. I'd almost be surprised if there even is a way, because most users aren't savvy enough to know when their resource forks are truly optional (like with MS Office documents) or when they store actual important data (like with !%#@ing Quicken files).
I find it annoying when I'm copying files to Windows servers on the corporate network at work. Not only do I get the
._files for all my Office documents, but Finder litters every folder with a
.DS_Store file. It's annoying enough that I often just use my PC to access the network drives even though OS X is perfectly capable of doing it. Like you, I'd love to know of a way to turn it off!