you may want to wait for someone else to confirm this, but i believe that's the program that allows you to create ("burn") one copy of your windows operating system CD...  this program was included for several months, when DELL stopped shipping copies of the manufacturers disk.

 

if i'm correct, and you haven't made your one copy yet, you should do so.   after that, the program will "self destruct" and not be there any more.

 

See here for more details:

http://support.dell.com/support/topics/global.aspx/support/kb/en/document?dn=FA1091713