First, it's not a "video camera" - like most (all?) scientific spacecraft, STEREO can only take still images that can be stitched in a time-lapse movie in post-processing.
The image is indeed caused by the computer algorithm used for post-processing the images. The SECCHI team published the following explanation on their website.
In these HI-1 images, a daily median is used as the best near-real-time method to get CME enhancement. This results in dark spots from planets such as Mercury. When we derive the background, we do an interpolation between two daily median images. Since we make these images the day we receive them, we do not have a daily median for the next day, just the previous day. When the interpolation is done between the previous day and the current day and there is a feature like a planet, this introduces dark (negative) artifacts in the background where the planet was on the previous day, which then show up as bright areas in the enhanced image. Therefore, if (when) we re-generate these images, the bright artifact will go away because we have a daily median from the next day.
Please visit the link - the original text contains links that I haven't included here, and the page has an illustration of the effect and the code that produces it.
SECCHI also have a page with the unprocessed FITS images from that day. No UFO there.
(You can easily find a FITS image viewer on the Internet. I think that the GIMP can open FITS files.)
Some additional reading, with a more layman-accessible explanation:
A Cloaked Alien Spaceship Orbiting Mercury? by Ian O'Neil on the Discovery News website.