Just restarted my machine and noticed VNC server icon in my systray. I definitely didn't do it, unless I had an out of body experience and did it in my sleep. I also don't remember doing anything that might have caused it (i.e. installing dodgy or going to questionable sites).
Just as I wrote this I realised that I did install and then uninstalled AVS video converter. It kinda struck me as one of those dodgy shareware apps. First, the details about limitations of the free version were not on the download site. It also created a bunch of other entries in Add/Remove Software - like all the auto update type things.
Update. I uninstalled RealVNC and it keeps the shortcut in the Start Menu. If I click the shortcut it starts up MSI and just installs it again! The propertis of the shortcut say Target Type: "Application(installs on first use)". Can I just delete the shortcut to completely get rid of it or is there something else on the disk that I should zap?