Troj_Agent.AZZZ is a memory-resident Trojan that arrives on a system as a dropped file of other malware. It may also be downloaded unknowingly by a user when visiting malicious Web sites.

When the user clicks the Microsoft WordPad icon, it then drops and executes an embedded .EXE file, which Trend Micro also detects as TROJ_AGENT.AZZZ.

This Trojan also accesses a certain Web site to download and save a file on the affected system. The said downloaded file is detected as TROJ_AGENT.AZZZ.

Technical details can be found at this Trend Micro page.