What is "mrt" and "mrtstub"?

I was browsing through an external hard drive on my computer. The OS was not installed on it or anything. I saw this folder with a lock on it and inside are two files. mrt and mrtstub.

I Googled it but nothing really came up that helped me. Just things like "Is this maleware?" or "How can I prevent it from re-installing?" and it's made me worried now because I never installed anything on that drive. Just got files stored there.

I'm using Windows 7 x64 Ultimate.

Thank you.

Edit: I'm really scared now. It looks like this is a virus or something from I'm seeing in Google's searches!

Ahhhhhh....you don't know how much of a relief it is to hear you tell me that. Phew...

I actually didn't do a full scan but I will do one tonight as you suggested. I did scan the two items though with Kaspersky and according to Kaspersky they're clean. Plus, I'm reading that article now and I definitely feel much, much better.

I can't say thank you enough!

Thank you very much!

PS: Edit: It just had struck me as odd is all as I never installed anything on that drive. I'm on Win7. (Just wanted to throw that in there.)

Aw, haha. Well, that makes two of us!! :)

Okay, so I should go ahead and use it as it might show viruses/trojans or whatever that Kaspersky won't notice?

Oh, I thought Kaspersky scanned for everything!! That's kinda scary knowing it only scans for viruses. I went ahead and am doing a Full Scan using MRT.exe right now.

I'll go and get Malwarebytes. Do you know if it will conflict, (for lack of a better word), with Kaspersky or anything? And is it easy to use? Also, is there anything else I should know? Are worms and trojans something different too or will Kaspersky take notice of them?

I had MSE before but I changed to Kaspersky thinking it was better then MSE.

Thank you for the suggestions.

Edit: Could you please provide a link to Malwarebytes? I would like to download it from a place you recommend.

Oops, I didn't notice that you already posted the link to Malwarebytes. Sorry about that! I did read that article though. It showed me how to get MRT started.

I'll scan with Kaspersky. I'll scan with MB. And I'll scan with MRT. Does that sound good and all? Is there more that I should do? Also, is the free MB good enough? Another thing, I read in that article that MRT scans behind the scenes so I don't have to schedule that or anything right?

Edit: I'll install and use MB tomorrow. I don't want to install anything while MRT is scanning. Don't want to mess anything up. I'm going to bed anyhow.

Thanks so much for your time and assistance! I really appreciate it. Without this site and it's helpful members I would truly be lost!!