There are tons of programs out there that use it. Anything that collects data, monitors a system or even a backup application could be using it. Microsoft gives it away for free to developers to use in an embedded mode, which is what you're seeing, and free makes it somewhat likable.

Before uninstalling it - which will almost certainly break something on your computer - try going into the Services MMC (Start | Run | Services.msc) and stopping the service (MSSQLSERVER). If you're lucky it might say MSSQLSERVER$SomethingElse and the "SomethingElse" part will be a hint to the program that is using it. By stopping the service you are essentially breaking the system the same way as you would be if you uninstall it, but with the ability to fix the system by simply rebooting your machine and letting SQL start up normally.

s.