If you have a personal firewall (for example, Norton Internet Services) that is set up to warn you about network access from your computer, you may get warnings about an IP address being accessed on port 8405. This is caused by the session locator sending a multicast query looking for STAR-CCM+ servers on your local network.
When the client is started without a specified simulation file (the default when STAR-CCM+ is started via Start > Program Files > CD-adapco > STAR-CCM+ ... menu on Windows), the session locator is started (in case you are attempting to connect to a running server). If you then open a simulation file or connect to a running server, the session locator stops. It restarts if you go to the Servers tab in the STAR-CCM+ explorer window.
If you are running from the command line, the -loc argument prevents the the session locator starting.