This happened to me once when I was playing around with an ftp site on my "toy" Win2K Server at home - I inadvertently left anonymous access and write permissions enabled, and two days later I was the proud owner of 15GB of french language DVD Rips.
I discovered it the same way you did - a blank icon on my system tray. Apparently, there is a hack out there that sets the system tray icon to a blank (or gray) bitmap, so that it's less obvious.
Sounds to me like you have been hacked, and are probably hosting some sort of 'warez' ftp site. Unfortunately, I can't tell you what they might have renamed the Serv-U executable to, but if you bring up Task Manager, it's only a minor pain to search your system for each process listed in the Process tab - If it's running on your system, it's in the process list.
I just looked at the Serv-U website, and notice that the tray icon can be disabled. There are also a couple of suggestions for stopping the program. On NT/2K/XP, first look in your Services Applet to see if there is one for Serv-U. If there is, open the service and set the startup option to Never. Now stop the service.
If there is no service listed, go to a command line and type ServUDaemon.exe /s. That should force the server to stop. Now you will need to investigate your Startup menu and the Run and Load keys in your registry and remove the startup instruction.
If you are sure it is running, but you can't get it stopped, you might want to download & install ZoneAlarm temporarily. ZoneAlarm will block network traffic in both directions to any application that you haven't given permission to. It will prompt you the first time each app tries to access the network....That should keep the "guests" out until you can kill the server.
If what I describe above has happened, you will want to make a very careful search of your system to see if someone has dumped a bunch of files on you. In my case, they built a huge directory structure below my i386 folder:
\i386\Lang\JPN\....
The thing to watch out for is that they tend to use folder names which are illegal for Windows - COM1, LPT1, etc. If this has happened, let me know and I'll point you to some tips that will help.
Good luck, and sorry for the long discourse....
Allen