It's hinted in previous episodes that CSM was Samantha Mulder's father, and in the season 5 finale (The End), he tells Agent Spender that he's his father. Also in The End, CSM burns down Mulder's office, including all of the X-Files, except for Samantha's file.CSM is part of a group of old guys called The Syndicate, who have been together since the early 50's, helping with alien coverups and other secret government matters. Included in this group were Mulder's dad and Deep Throat.
CSM is responsible for many peoples' deaths including: JFK, Martin Luther King Jr., Mulder's dad, Scully's sister, and a few aliens. Even though he's killed off that many people, he's always sparing Mulder's life for some reason. When asked by his co-workers why he let Mulder go, he usually makes up excuses like "If Mulder dies, all will be lost," not really telling us what he means by that, and only frusterating us further. Hopefully they'll give us a clue to what he knows soon.