Most likely a tantalum capacitor. These are polarised, so if it is it will have either a '+' symbol or a black line near one of the legs. It will also have a voltage and value printed on it somewhere. If it only has a couple of coloured dots or bars, it's probably a thermistor, but I'd put my money on a tant.
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Agree, looks like a tant to me too.
It's hard to tell from that image, but it looks like it might be a tantalum capacitor. It might help if we knew where it came from (i.e., what device). Also, try poking around here.
A Disc Capacitor !