Need help removing infection

I keep getting the following message from the icon with the white x on the
red background at the bottom of the screen:
"Your computer is infected! Windows has detected spyware infection. It is
recommended to use special antispyware tools to prevent data loss. Windows
will now download and install the most up-to-date antispyware for you. Click
here to protect your computer from spyware!"
When I click where it says, nothing happens - no downloading or installing.
I tried installing and running Ad-Aware SE Personal but I still get the above
message. Can anyone help me by providing me with some options, preferrable
free ones. I'm a bit of a novice when it comes to computers so if you could
keep it simple that would be appreciated. thanks

 

Well, I'm afraid there isn't any way to "keep it simple". Removing some
malware can be very complex. I'll give you the steps to try, but if
they look daunting take your machine to a professional computer repair
shop (not your local version of BigStoreUSA). There is no shame in
doing this; I don't hesitate to take my car to the mechanic.

It really depends on what type of malware you have and I can't guess
whether it is a Winfixer or Smitfraud clone from your description. In
any case, start with the preparatory work here:
http://www.elephantboycomputers.com/page2.html#Removing_Malware

Then I'd try these tools:
http://www.elephantboycomputers.com/page2.html#Smitfraud_Trojan

Also see:
http://wiki.castlecops.com/Malware_Removal:_SpyAxe_Removal
http://malwareremoval.com/plog/index.php?op=ViewArticle&articleId=85&blogId=3
http://www.bleepingcomputer.com/forums/topic47826.html

If Winfixer, see:
http://www.elephantboycomputers.com/page2.html#Winfixer

Finish up with the general malware removal steps at the first link. If
you still can't get clean, you'll need to run HijackThis and post your
log at one of the forums listed at the first link (not here, please).

Malke