Unwanted user (without email)

I just found early this week there was a user I didn’t created, named Brad… and without any email/name/post and he was administrator. I never received any email notification about the creation of this user. And nobody is suppose to be able to register, since registration are close. I was on WP 3.1.2 when it arrived, since then I deleted him and upgrade to 3.2.1, and guess what… this morning Brad was back. I deleted him again.

But I’ll like to know why and how can I prevent him again.
sorry for my english, I speak french.