If your anti-virus does not quarantine it, I would consider the machine compromised. Disable autorun on you main machine if you have not already.

Without disassembling the software, we don't know what it does.

There have been Bitcoin wallet stealers in the wild. New ones may include a keylogger to capture wallet passwords.

Edit: listening implies waiting for commands. That implies the program won't tell you what it does (it does not know).