It doesn't surprise me. I installed a Mahjongg game from E-games on a Win98 box on my network once and all of a sudden my Linux firewall/router would start connectioning itself to the internet in the middle of the night. I had it set to connect on demand. It was pretty easy to track down the spyware the game had installed from the denied packets coming from the Win98 box in the firewall logs. Like your problem the installer said nothing about this being installed.
Just think of the number of peolple out there who know nothing about what is installed on their computers.