Why is MusicCityDownload.exe in my Windows folder?

I had this question, and did not find much on a quick search, so here is the answer.

I figured that MusicCityDownload.exe was probably not malware, since it looks so much like malware. I mean, surely a malware writer would call their executable spladmin.exe or something like that.

This proved correct. The clue was to look at the executable properties, discover that it is signed by MarkAny Inc which has some DRM technology, and then that it gets installed with Samsung’s Kies media management application. I doubt you will miss Kies so you might want to uninstall it, but it is not actually harmful as far as I am aware so you can stop worrying about MusicCityDownload.exe.