like Rewandythal said need more info, aminly what it is. in most scenarios i only get these things from windows trying to access the net

SVCHOST.EXE
IEXPLORER.EXE
DIALUPSC.EXE
EXPLORER.EXE

and sometimes kernel sub systems. if yours is any of these you dont need to panic, but if it isnt do what the other guys said and find out exactly what it is and what its doing.