Yeah .. If you don't watch it you'll have mxs' and mxi's everywhere --- filling up the HD.
I think the solution is pretty simple, but diligence is required.
You basically need to just follow a couple of rules.
For renders that are basically meaningless, simple tests or just messing around -- create a folder (desktop, My Documents, ..wherever ). At that point, .. just make sure to direct the plug-in to that folder(everytime or this doesn't work). If you don't name anything you'll get the default naming scheme and everything will just get overwritten. Remember, ...you can set that option in the plug, ie., to overwrite or not. If you don't overwrite -- you'll just have to delete that folder out once in awhile as it gets loaded with mxs files.
For real projects .. you just have to create a project folder. Determine whether you'll be overwriting or not as you render. At the end of the job, ..make another determination if you need to keep any of the mxs' /mxi's.
It's pretty basic system .. perhaps others use fancier systems, but simple seems to work for me just fine.