Something on this server is not clearing out the temp directory on a regular basis. Tell your host to empty that directory. Usually the files are created in /tmp (On *nix based systems)
It's pretty obscure, but I think you might (just might) have a dead SQL temporary table like that one hanging around, and eventually mysqld tries to reuse the same filename and fails because it has internal rules telling it never to overwrite a .MYD.
What I would recommend is looking to see where these #sql_XXXX_X.MYD files live, shut down mysqld, clean out the temp files and restart it.
SSH into the server and type
service mysql stop
delete the #sql_XXXX_X.MYD files
service mysql start
Or if this doesn't solve the problem try to completely recover the database (for example using MySql Recovery Toolbox) and run the base again. http://www.oemailrecovery.com/mysql_recovery.html
