Sgminer.exe is treated as a cloying and vicious Bitcoin miner, designed to force PC users to generate Bitcoins for hijackers or cybercriminals. In fact, it is also supposed to be a nasty and spiteful adware(potentially unwanted program), which has been attested by 6 anti-malware scanners including Avira AntiVirus, Baidu Antivirus, ESET NOD32, K7 AntiVirus, K7 Gateway Antivirus, and Trend Micro House Call.
If you want to remove it, there are two removal guides-manual removal and automatic removal guides in the post, How to Remove Sgminer.exe from Windows (Removal Guide)in virusremovalexpert.blogspot.com.