Turn it off and you'll see. 😉
Does it ping?
Is it anything to do with VMware or Parallels? Maybe one of your machines is sharing when it is in Windows?
Occasionally OSX "remembers" the PC on our network even when after it has been switched off. Try accessing the mystery PC when parallels is on?
I'm thinking printer as well.
OP: what model of Brother printer is it (is it attached via WiFi or Ethernet)?
W in the model number = Wireless, so it may be active, even though it's attached via Ethernet.MFC-9840CDW
I've had this printer forever and I've never noticed it showing up as a Shared drive. It is attached via Ethernet.
On an early beta of Lion, I had a similar issue. I took my MBP to school, where there are like 80 macs connected to the network, which are visible by clicking on the "Shared" tab in finder. When I got home, I opened up my MBP and connected to my home wifi network. My brother then noticed a computer on the network called "Science Lab." We changed our wifi password, and it was still there. So I finally realized that there is a computer by that name at my school. I then realized that it was a glitch in 10.7b2, causing my MBP to host a server on the network which really wasn't a server.