Yes, it should be regarded as supsicious. You may have the KurtAgent 1.0 Trojan (Trojan-PSW.Win32.Kurgent.10), which among other things, stealthily disables your System restore.
Read here
http://www.megasecurity.org/trojans/k/kurtagent/Kurtagent1.0.htmlCheck for these...
dropped files:
c:\WINDOWS\system32\directx32.exe Size: 448,506 bytes
c:\WINDOWS\system32\dxdlg.dat Size: 2,927 bytes
c:\WINDOWS\system32\dxdlg.dll Size: 96,256 bytes
c:\WINDOWS\system32\ka_keyg.dat Size: 0 bytes
deleted:
c:\WINDOWS\system32\Restore\MachineGuid.txt
added to registry:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run "DirectX Plugin"
data: C:\WINDOWS\System32\directx32.exe
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\SystemRestore "DisableSR"
old data: 00, 00, 00, 00
new data: 01, 00, 00, 00
HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Services\sr "ImagePath"
old data: System32\DRIVERS\sr.sys
new data: \SystemRoot\System32\DRIVERS\sr.sys
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\sr "ImagePath"
old data: System32\DRIVERS\sr.sys
new data: \SystemRoot\System32\DRIVERS\sr.sys