Driving to Southampton

I've had to drive down south on the M40 twice now in the last couple of days. The first time was on Saturday to visit Legoland Windsor with the family; the second time was on Sunday, driving down to Dover to see the cruise ship Oceania Insignia, (I'll add a review of her soon).
The reason I mention this is that in the last couple of years I must of driven up and down the M40 over a dozen times on my way to Southampton to catch a cruise and every time I do do I pass a strange shaped building and every time I wonder to myself, "what is that"?
This time I remembered to take a picture of it and I'm wondering if any of you have ever seen it on your way to catch a cruise as well and wondered what it is, (or fingers crossed can actually tell me).