It could quite easily be a piece of spy-ware. Try and get a look at some of the packets going out, or see what IP Address its sending, check the server. This will tell you what kind of information is going out, and to who. That should give you an idea of whether or not to be worried. Also, did you scan for virii lately? It could easily be a trojan worm trying to propogate itself through the internet.

Whatever it is, its a good thing to keep updated on.