lockx.exe definition, relationships, removal:

lockx.exe is installed and used by Loxbot.Y worm and several other versions of this parasite. This worm spreads via infected email message attachments. lockx.exe is responsible for giving intruders the ability to access your system and perform harmful actions.

You should delete the lockx.exe file immediately after you have found it. Loxbot.Y will continue to violate your privacy and harm your computer unless lockx.exe and all related objects will not be completely removed from the system. If you have difficulties erasing the file consider using an anti-spyware program.