Ahh. You are infected with a virus / malware / trojan what ever you want to call it. It was most likely a pop up which wanted you to download something which inturn was a virus and just infected you. Go to Start > Control Panel > Add and Remove Prorgams

look for Windows Anti Virus 2008

or something like that.

That is a virus.

Just remove it like normal with add and remove programs ( does minimal. but it gets rid of it from there. )

Then download SpyBot S & D here.

Scan and remove all infections.. If you have ANY pop up open up or ANY errors afterwards you need to tell me, or reply here in the thread.