Why is there a "Sniffer Log" on my desktop?

I did try a search first, but I still don't know why a folder called "log" suddenly appeared on my desktop, and when opened, there's a txt "sniffer" file. Have I been hacked?? What do you recommend I do now?

 

The software it mentions is "Leapfrog" a utility I installed and ran for my 4-yr old's Leapfrog pen. So, this means it isn't some kind of malware then, right? It's just the Leapfrog company, in your guess?

BTW, thank you for responding.