popup thingy

yea, on the bottom right, one of those warning has come up (the red circle with a white X in it) and it says "Your computer is infected! Windows has detected a spyware infection. It is recommended that you run spyware tools bla blah blah..." I suspect that a virus or simple program may have put this on my computer, but I can't tell. Can anyone help me get rid of this??? it pops up once every 10 seconds in the little yellow help baloon, and i can't play games or anything without it bothering me.