This file is a harmful and undesirable program. Probably virus. It's recommended to delete it.
What is nse.exe Windows startup process
File name: nse.exe
Program name: nse
Description: AGOBOT-ML WORM
Information added by: Baracus at 05 September 2008
Hint: If nse.exe file is a virus or trojan, we recommend to use a antivirus software or registry cleaner.