What vmware product are you using .
When you killed X all the virtual machines will also get killed in the workstation product.
The .vmem file is one of the snapshot files. This has the memory contents when you take a snapshot.
This file is not actively in use unless the relevant snapshot is opened. It has nothing to do with performance.
The vmem file has nothing to do with snapshots.
It is the result of useing
mainMem.useNamedFile = "true"
in your configuration.
Set this to
mainMem.useNamedFile = "false"
if you don't like it.
If you don't have very fast host disks setting this to false can improve the performance a lot.