We thought it might be an AVG false positive, but thanks to a helpful comment from Martyn (here) we now know that’s not the case.
SHeur.bzpu is a backdoor trojan
http://www.microsoft.com/security/portal/SearchResults.aspx?query=SHeur.bzpu
Backdoor:Win32/Nuwar.gen!D
Aliases: SHeur.BCFX (AVG)
Description: Backdoor:Win32/Nuwar.gen!D is a generic detection for a backdoor trojan that allows unauthorized access to an infected computer. The trojan receives commands indirectly from a remote attacker via its connection to a malicious peer-to-peer network. This trojan also contains advanced stealth…
Published Date: 06/16/2008
Severity Rating: Medium