|I only know two possible reasons for that file existing:|
1. Free program from HACE for menu management in Windows XP
2. A virus.
If 1 applies then uninstall the program.
Otherwise run your virus scans and also MalwareBytes freebie.
You might be able to stop it appearing by typing msconfig in the Run box then disabling mmm.exe in the Startup tab (if it shows there).
Please come back and let us know how you got on.