The Enterprise Vault Audit and Directory database and log files are always created with an MDF file extension instead of the generally accepted MDF for the database file and LDF for the log file. This behavior has no impact on the performance or functionality of Enterprise Vault, however, it is possible to manually rename these files by following the steps outlined in technote 307876
Please refer following documents which describes this behavior
http://support.veritas.com/docs/320498 - The Enterprise Vault Configuration program creates the Enterprise Vault Audit and Directory SQL databases and logs with a file extension of MDF
http://support.veritas.com/docs/307876 - Can the file extension of the 'EnterpriseVaultDirectory' SQL Database Transaction log be changed from MDF to LDF?