Some users, particularly those that utilize a version control system like Subversion or Git, do not want the _notes folders to be created by Dreamweaver.
The _notes folders are created by Dreamweaver to maintain synchronization information and for Design Notes.
Design Notes can be used to to keep track of extra information associated with your documents, such as comments on status of the document (e.g. "in draft" or "complete"). Design Notes can be also shared between users of the same site by checking the Enable Upload Design Notes For Sharing setting. Other than for sharing with other users, the _notes folders are only used by Dreamweaver in their local storage locations and do not need to be uploaded to your server.
To prevent the _notes folder from being created by Dreamweaver, disable the Maintain Synchronization Information and the Maintain Design Notes settings for your site.
For more information, see these articles from the Dreamweaver documentation:
"Connect to a remote server" > Set Advanced server options: http://help.adobe.com/en_US/dreamweaver/cs/using/WSc78c5058ca073340dcda9110b1f693f21-7e97a .html
NOTE: Maintain Synchronization Information is a per-server setting. If you have more than one server for your site, you will need to disable this setting for each server.