I would highly doubt anyone would be spying on your computer. If they were, I doubt a file with the word 'spy' in it would come up. A spy confirming they're a spy, isn't a very good spy
A filename with random letters and numbers would be less suspicious.
I found that temp files would show up in my trash occasionally after a restart. Try a couple of restarts without being connected to the internet at all. Turn airport off, disconnect your ethernet cable. If the file shows up again, my guess then it's probably not internet related.
It just seems a little far fetched to me. Spyware (on a mac) with the word 'spy' in the name.
But anyway, I'd try the suggestions above, as they would help to rule things out. Another thing to consider - did the problem begin around the time of installing anything?