Data Execution Protection is a safety feature. If a piece of memory marked as data tries to execute you get the error if it's turned on.

There are a few sloppily-written programs that do this (such techniques used to be reasonably common in the old days but haven't been a good idea for a long time now), more often it's caused by something hostile trying to subvert the system--many subversion attacks are based on getting a program to execute data.

If you didn't install something new it likely means malware, although it might very well have stopped the attack.