Try using your favorite search engine to learn more. A quick look in Google
Groups for "wuaudt.exe" yielded many articles like:
http://xona.com/2004/08/26.html
http://www.howtofixcomputers.com/forums/windows-xp/wuaudt-exe-35-mb-231334.html
Note that while the file you named is a legitimate part of Windows, you
should do a thorough AV and anti-spyware check.