What is it?
A randomly created file related to the w32.bugbear.m worm
the file is located in the system folder and is (usually 5632 bytes)

What does it do?
the zzzzzzzz.DLL file has been reported to be a Keylogger program! This means when it is active it is creating a log file of all the keys that you press while you are using the computer that is infected.

w32.bugbear.m spreads by sending emails containing attachments and by locating shared resources on your network to which it can copy itself.

More info and Removal instructions
@symantec