Xhrmy.exe is a process associated with an adware application. It automatically downloads advertisments from an online location and displays them on your desktop. This process should be removed to protect your personal privacy.
In your other post you asked about fsg_4203.exe. It, too, is part of spyware/trojan.
Have you scanned for spyware? If not, download, install,
immediately update and then run
Spybot and
Ad-Aware. Read the help files to familiarize yourself with how they work. I recommend you use them both since each tends to find things the other misses. Let them clean up any spyware found.
If those two don't clean things up, use the free scanning service at
TrojanScan.