I eventually got around to Wikipedia-ing the phrase and it's apparently a character from The Usual Suspects. As a result of this name going round and round in my head, I've just gone online and bought the movie which Keyser Soze is from. With a bit of luck, having seen the film and put some sort of flesh to the bones of what is currently a recurrent sound in my head (like a catchy song, but without the music or any lyric beyond the two words), I will no longer be addicted to just the words. After all, I'll be able to consider the whole character and then forget about it.
That's the idea.
But how did it get there? Has this been some ploy by the makers of the movie to sell DVDs? They get people to suddenly obsessively think of the name of one of their characters so they have to buy the movie in order to exorcise it. I've no idea.
Let's hope I don't get a tune by the Kaiser Chiefs stuck in my head. If that happens, well, I don't know what to predict. A riot, perhaps.