How did "Hazel" get on my computer?
It's extremely unlikely to be malware as the Hazel program is a reputable utility that automates file actions by extending spotlight and file change detection systems of OS X. It does exist as a System Preference panel, so you could easily miss it's footprint on disk if it were not for the menu bar icon.

You can get updated versions and uninstall info from the vendor:


http://www.noodlesoft.com/hazel.php


If you have Time Machine, you can use spotlight to determine pretty much precisely when it appeared.

Now, with the NSA and hackers and all sorts of people making software modifications and using back doors, your installation of hazel could be malware masquerading as an honest program. Without forensic analysis - it's hard to know. I'd start with reinstalling the latest version and doing a sanity check to make sure you're happy with it. If not, removing it should be easy and secure enough for most people.