mysql-bin.0000xx are binary log files. The binary log is a set of files that contain information about data modifications made by the MySQL server. The log consists of a set of binary log files, plus an index file.
To remove these files use purge command
PURGE BINARY LOGS TO 'mysql-bin.010'; -- delete all files created before here specified file PURGE BINARY LOGS BEFORE '2008-04-02 22:46:26'; -- delete all files created before date and time specified here