Perhaps someone can explain it...
As you didn't say anything about your C::B version or the platform/OS you are using it's hard to tell.
However, the most likely explanation is the DDE feature on Windows which is often mis-interpreted by firewalls or the loop-back communication on Linux which is very common. Look if the connection is to localhost (127.0.0.1 usually) - if so, you can safely ignore it.
BTW: You should tell way more information next time, e.g. where the connection is going to, what port, what IP etc... otherwise no-one can really tell and help...
BTW: An OpenSource project with such a large community and lots of developers is hardly virus-like, don't you think?! So I am not getting the point anyways.