"CFGWIZ32.exe" appears in the C
WINDOWS\SYSTEM directory of both my office pooter and my laptop (I'll check the home machine when I get there)
The file name would suggest to me some sort of "Configuration Wizard" under windows.
I also noticed that it has the date of May 11 1998, the same as many other files in my "system" directory, which would tend to suggest that it is a "real" microsoft file.
Cerainly McAfee online hasn't "pulled it" and it seems to be pretty good when other odd files have appeared.
My bet, unless anyone else can confirm otherwise, that this file is supposed to be there.