Answering your question, yes, it is perfectly normal for criminals
to break into and exploit computer systems.
It is an unfortunate yet undeniable fact that there is a very strong economic incentive to employ hijacked machines for mining a non-traceable virtual currency such as Bitcoin - it offers higher rewards than simply sending out spam messages or performing DDoS attacks.
Phoenix is a legitimate miner but it was apparently being used covertly, without your consent.
For any attacker to have such control over your machine, it must have been seriously compromised.
This is a very dangerous situation because if the attacker has such control over your system he might as well record all your keystrokes and steal the login credentials to your e-mail, internet banking, ebay, or pay-pal accounts.
I strongly suggest you perform a range of antivirus scans - you can use free online scanners(1)
if you don't have one installed.
You need to get that system cleaned up ASAP. Better yet, back up valuable data, sanitize the hard drive and reinstall from scratch.
Always have up-to-date antivirus protection and install all the updates available for your OS.
(1) there are links to three different scanners here.
EDIT:: Evening, DAT. I see you've been quite prolific - are you per chance aiming for some undisclosed "Godlike member" title?