It's because you have turned on USB debugging in Developer Options. You can create a bug report by holding the power + both volume up and down.
Edit: This is what the forums say:
By pressing Volume up + Volume down + power button, you will feel a vibration after a second or so, that's when the bug reporting initiated.
To disable:
/system/bin/bugmailer.sh must be deleted/renamed.
There should be a folder on your SD card called "bug reports".
Have a look at this thread: http://forum.xda-developers.com/showthread.php?t=2252948
And this one: http://forum.xda-developers.com/showthread.php?t=1405639