WxDFast.exe is an executable file, which is closely related to WxDownload Fast (also known as WxDFast) program. This application has been included to 'adware' or 'potentially unwanted program' category because it can be installed on the system behind user's back. If you found WxDFast.exe on your computer, it means that it was installed on your computer as well. Be sure that it's not a Windows core file and you can remove it without damaging your computer.
In most of the cases, WxDFast.exe can be found in a 'C:\Program Files' subfolder. However, it can also be found in 'C:\Documents and Settings'. The easiest way to remove WxDFast.exe and WxDownload Fast from the system is to run a full system scan with Reimage or Malwarebytes.