That's been the speculation from some corners aftera camera onboard NASA's STEREO spacecraft caught a wave of electronically charged material shooting out from the sun and hitting Mercury.
Theorists have seized on the images captured from the "coronal mass ejection" (CME) last week as suggestive of alien life hanging out in our own cosmic backyard. Specifically, the solar flare washing over Mercury appears to hit another object of comparable size.

[youtube]http://youtu.be/6X96xI1gLdQ[/youtube]
http://news.yahoo.com/blogs/sideshow/mysterious-planet-sized-object-spotted-near-mercury-154443870.html