LSA Shell (Export Version) is lsass.exe.
[[This is the local security authentication server, and it generates the
process responsible for authenticating users for the Winlogon service. This
process is performed by using authentication packages such as the default
Msgina.dll. If authentication is successful, Lsass generates the user's
access token, which is used to launch the initial shell. Other processes
that the user initiates inherit this token.]]
[[Note: lsass.exe also relates to the Windang.worm, irc.ratsou.b, Webus.B,
MyDoom.L, Randex.AR, Nimos.worm which spread via floppy disk drives,
mass-mailing and peer-to-peer sharing.]]
If it's trying to access the internet block it.
Update your antivirus software and run a fullsystem scan just in case.
