When you uninstall an application, that application may or may not be running. If the application is running, this means that one or more .EXE files of the application are running. This can cause problems when uninstalling, because running .EXE files (and also .DLL, .OCX and other files used by the .EXE files running) are "locked" - that is, Windows prevents any programs (including the uninstaller) from deleting them.
So in order to uninstall a program that is running, the uninstaller has to stop that program before uninstalling it.
This step of the wizard appears if you want to uninstall an application, and the application you want to uninstall is running.
The list shows the .EXE files from the application which you are trying to uninstall and which are currently running on your computer.
In order to properly uninstall the application, you need to stop it before uninstalling. You can either stop the application manually using the Windows Task Manager (press CTRL+ALT+DEL and the Windows Task Manager will appear) or you can just press Next and the uninstaller will automatically stop all the programs shown in the list.
See also: The other steps of the uninstall wizard