dumprep.exe forms a part of Microsoft Windows XP (and later versions), in-built fault logging software. Upon serious errors this program will write the details to a text file and request the information be sent to Microsoft. This program is a non-essential system process, and is installed for third party use.
Sound like you had an "error" at some time, and possibly was offered to "send a report" to MS as this is what dumprep is supposed to do, now it is the error.
Shut dumprep.exe down using CAD (crtl+alt+del) and it will go away ... however, if it returns then there is a problem being caused somewhere.
Thanks, I just found out from a friend that you can disable it from happening by right clicking on My Computer and going to properties > Advanced > Error Reporting > Disable Error Reporting.