It's not usual practice, but it is certainly not unheard of. You can try asking why, but they may not tell you. It may or may not be anything to do with you.
Possible reasons include the company wanting a third party who can confirm what was said at the review if it later becomes important (lawsuits being one of several possible reasons); your boss may be having his performance review techniques checked up on, or HR may be conducting a survey of how performance reviews are done in the company. It may be that your boss is going to deliver some kind of formal warning to you, but these are normally delivered without HR in my experience, and if you are about to get a formal warning then you should already be aware that something is wrong. In any case objecting to the presence of HR isn't going to help.
The presence of HR isn't going to affect the review. HR has full access to your employment records if they need it, so there isn't anything that can't be discussed in front of them. The only exception would be if you intended to bring up some extremely personal matter. Your best bet is to just ignore the other person in the review completely, unless they want to interact with you.