Apparently they all like saying "WTF?"
Yeah totally not suspicious at all... >3>
I'll add some additional information about this, although it's not too important.
Apparently this is the "steam stealer". This is what happens when you run the .scr file.
(Link here)
Blame this kid for coding that hack. x3
Here is a rough amount of what he stole:
TF2 Items: 50
Dota 2: 9,000
CSGO: 700
STEAM: 2,452
In total he stole about 12,202 items from steam users.
If anyone was a victim to this and wants there items back. You can create a steam support ticket and they should give you at least 1 item back or everything that was stolen.
(Source)
Stay safe, friends! ^-^