Gain.exe - A very bad form of adware/spyware/demon. Blame Gator Corp. Claria, source of all things evil.
rundll.exe - This is a valid system process for Windows 95, 98, and ME, but if found in 2000 or XP it's a virus (most likely Agobot.)
rundll32.exe - The Windows 2000/XP version of the above and is safe as long as it's located in the C:\WINDOWS\System32 folder. If not, it's a virus.
wmiprvsw.exe - The Sasser worm. Tries to look like the valid wmiprvse.exe Windows process.
wuauclt.exe - Normally, the Windows updater. This is the thing that pops up the annoying "Updates are available for download" speech bubbles. NOTE: When not stored in the C:\WINDOWS\System32 folder this program is actually a virus! If this process never goes away, start getting suspicious...