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There is a wpdnse folder inside the temp directory. I found this when I was deleting the temp files from the system. I found the folder inside it and when I delete the same it is created back again. I think this would be some kind of infection or many a threat. I am only using Windows Defender as antivirus in the system and recently the only new software installed on my system is Windows Media Player. I found the folder suspicious because it is created again on its own .
You can ignore that. You can use disk cleanup regulary to get rid of issues like this. A regular cleanup will keep this folder deleting. I do not think you have to worry much about the same. And if you think your antivirus is not good enough then you can do one more thing. You can install AVG or any other good free antivirus and check back. I am sure this will be helpful for you.
On number of different websites it is termed as a spyware. So you have to take care while checking out the same. The full form of WPDNSE is Windows Portable Device Namespace extension. So it looks some kind of services associated with windows. You can ignore that until there is no threat detected by the antivirus. So it is necessary that you must keep a good antivirus installed in your system and scan your system every week.