Looks like Euphorbia lathyris. Common name caper spurge. A weed! http://en.wikipedia.org/wiki/Euphorbia_lathyris
Ditto to Caper Spurge. Pull it before it seeds itself everywhere! Caution: the white sap is caustic, and can cause skin burns - wear gloves when pulling it up.
Drops of the sap can spray when breaking/snapping the stems, so be careful of the eyes too, getting some in your eye will require a trip to hospital.
