Fake FortiClient Installing Itself on my System?

So this started happening to me about two weeks ago.  I never downloaded any Fortinet products before and all of sudden I see FortiClient on my desktop.  Nobody else has access to my computer and I don't go poking around suspicious emails or files I don't know about.  

I went ahead and uninstalled it through the control panel.  The next day it appeared again.  Uninstalled again, a few days later it came back.  Apparently, it doesn't seem to want to stay away.  It also installed a dial up VPN that I promptly deleted.  

I'm not sure what's going on.  I already have an antivirus program called Sophos and it doesn't detect any problems with the FortiClient program files.  So I'm not sure what is really happening with everything, I can't remove the program and keep it off my system.