It seems to be a Microsoft file, but had me worried for a moment.
Had just brought the pc out of hibernation, started looking for file on d-drive and noticed a strange folder name. There were about 3 files in it, one of them mrtstub.exe
Did a Norton scan on the folder but got no result, then switched pc off & restarted. The folder no longer exists. Microsoft site suggests it is a malicious software removal tool, and is automtically deleted. Anyway, the folder and files have disappeared now.
MRT was in upper-case looking at my desktop pc. Scanned c & d drives with NIS2011 and no problems found.
I found this on Microsoft site:-
"Q21: I found the Mrtstub.exe file in a randomly named directory on my computer. Is the Mrtstub.exe file a legitimate component of the tool?
A21: The tool does use a file that is named Mrtstub.exe for certain operations. If you verify that the file is signed by Microsoft, the file is a legitimate component of the tool."
Just had a look on my laptop & that has mrt.exe (lower-case) in system32 folder.