it is in the location:

HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Run

Search Results show:

LMSXXD.EXE-0F25712C.pf   C:\WINDOWS\Prefetch

LMSXXD                                  C:\WINDOWS\SYSTEM32

LMSXXD                                   C:\WINDOWS\LastGood\System32

LMSXXD                                   C;\WINDOWS\SYSTEM32\SPOOL\DRIVERS\W32X86\3

It is not found by google or pacmans startups. Sounds a possible bad one.
---------------
Use these to remove Malware (Spyware and Adware).
Spybot S&D
Ad-Aware
Cwshredder
With all of these download them, install (after unzip if required), download the latest signature file, run, delete all that they find.

Failing those solving your problems a post of a hijackthis log for the experts to advise.
HijackThis From Here
Download, run, scan, save log, then in notepad copy the FULL log by copy and paste to a post in one of these specialist spyware removal forums:-
http://tomcoyote.org/forums/index.php
http://forums.spywareinfo.com/index.php
http://www.net-integration.net/cgi-bin/forum/ikonboard.cgi
http://boards.cexx.org/index.php
DO NOT FIX ANYTHING WITH HIJACKTHIS WITHOUT EXPERT ADVICE, most of what it finds you need for normal MS Windows tasks.
Do read the sites FAQ before posting, and advise your problem and what steps you have already done to try to cure your problem.

I am in all those sites as ChrisRLG. You might get me, but any of the more problematic ones are handled by the experts. If you get a 'advanced member' like me, we have other ways of asking for advice from the experts, to pass on to you.

You could post your log here in this thread (if in the Virus Information and Removal Board - if not post in that board not in this thread), and I will have a go at giving advice, but if you go to one of the more specalist forums more experts will be able to help.

Tip: when searching for a file of a particular type (e.g. .exe), it is convenient to got Tools, folder options view tab, uncheck the box 'hide extensions for known file types'. Then you can easily see if it is the .exe that you are looking for, rather than some other file type with the same name.

Assuming that the lmsxxd in the \system32 folder (or the one in the spools path) is the .exe, right click on that and look at its properties. That should confirm (or otherwise) your guess that it relates to Xerox printer (your'e probably right, since it also appears in the spools folder).

The prefetch file is nothing to worry about. Prefetch is used to optimise the location offiles on your drive according to how you use programs, etc.