Well, in general terms, TFTP is a file transfer program that operates over UDP (using higher-level code for the error checking/session maintenance).
It's likely that it was installed on your machine for something like a Router code upgrade, or switch code upgrade, something like that. If it's asking to be a server right off the bat, then it could be something bad; installed to import or export files to your machine without your knowledge.
Check your "Installed Programs" and de-install it (rather than eraseing it outright). Sometimes Winderz goes nuts if it's told to load something it can't find.
Good Luck
Scott