Interesting...
You may have recently installed an application that uses SQLServer Express as its database - this would then install the configuration manager to configure which instance/ip ports that the program listens on. You can check to see whether SQL Server Express edition is installed by looking in add/remove programs and also under the system services (the instance name here might reveal what installed it if they gave the instance a meaningful name).
Check you have a firewall running as it could be possible to use the extended stored procedure functionality from remotely to examine the contents of the local disks (providing someone can hack into the SQL server as an administrator).
If you are worried about this you can stop the SQL Server Express service whilst you are not using the application that requires it but this should not be necessary if you have a secure firewall.