The Zeus INI file for this workspace is C:\Work\Montel\Zeus\zeus32.ini, however on exit Zeus creates a new INI file C:\Work\Montel\Montel32.ini
which contains the [Files MRU], [Startup Files] and [MDI Windows] sections.
One of the features recently added was the ability to save the editor state against the current workspace, which effectively means as you open and close workspaces, the mru and open files change to reflect the workspace.
As you have noticed, Zeus implements this behaviour by creating an ini file with the same name as the workspace.
To disable this behaviour just un-check the Attach editor state to workspace option found in the Editor, Editor Options menu.