Many programs do something similar, for example vim creates file~ as backups. Using a graphical file manager, these used to annoy me. After switching to a terminal for file management, I can easily ignore them as if they weren't there.
What I ended up doing was having vim save backups and temp files to ~/.vim/backup and ~/.vim/tmp by adding this to my .vimrc:
set backupdir=~/.vim/backup
set directory=~/.vim/tmp
Of course these can also be relative paths so you can have a project save these to a local .backup directory too if you want to keep them near the files they relate to.
I found Krusader to be superior to Dolphin, but that's perhaps I'm used to old two-pane way of file management (Midnight Commander, Norton/Volkov Commander, Windows Commander)
