I'm thinking it's a joke program too. I know there used to be a "cupholder.exe" file on kazaa that would open up your cd drive. I have actually used some of these by rjlsoftware on my friends.
Open/Close CD is a possibility or maybe the
Flatulator?. Usually doing something such as moving your mouse into the upper-left corner of your screen will close them. Also, try opening up task manager and look for strange programs that are running.