Nute Gunray was a Neimoidian trader who made major appearances in the Star Wars movies Star Wars: Episode I - The Phantom Menace, Star Wars: Episode II - Attack of the Clones, and Star Wars: Episode III - Revenge of the Sith. He was the Viceroy of the Trade Federation, and was a member of the Separatist Council during the Clone Wars.
Throughout these movies, Nute Gunray is working for Darth Sidious, who is trying to destroy the Jedi and overthrow the Galactic Republic. The Phantom Menace starts with Nute Gunray meeting with Qui-Gon Jinn and Obi-Wan Kenobi, and consequentially trying to kill them.
If you're still not sure who he is, he was the gray-green alien with big red eyes, no nose, and a giant headpiece.
After General Grievous was killed Nute Gunray took over as the leader for the Confederacy forces. This didn't last long, as Darth Vader killed him and the rest of the Separatist Council at the end of the Clone Wars. His successor, Sentepeth Findos, caved into the demands of the Galactic Empire and handed over the Trade Federation to the Sith.
Nute Gunray was an objectionable character that we weren't supposed to like, but you might almost feel sorry for him because he could never stand up to the bullying of the Sith. Just before he died he claimed that he had only ever wanted peace (this was probably the wrong thing to say to a Sith lord). He still rests firmly on the bad guy side of the balance. Even the Sith want nothing but peace, they just want it on their own terms.
Nute Gunray also appears in many companion works, like comics, books, magazines, and video games. He has a very complex back story, detailing his backstabbing and plotting as he rose through the ranks. If you are interested in more information on Nute Gunray, you can find it at http://starwars.wikia.com/wiki/Nute_Gunray.