The Jpeg and NEF files will have the same name. If you use your file browser, you should see only 2 files with the same name but different file types.
Also there will be 3 Jpeg images and one NEF image. This occurs because the full Jpeg and NEF have an embedded preview Jpeg image. This preview image allows one to see the thumbnail in various programs or with your file browser when properly configured.
If you are going to process or have both Jpeg and NEF files, I would configure my file browser to display the file extension so you can see which type of file the preview you are looking at is associated with.