Windows Security Centre message Genuine?

  Duncanf 18:57 24 Apr 08

When starting Mozilla Firefox this afternoon I've received a message that appears to be from Windows Security Centre saying ....Anti Virus Alert...Your system has undergone an intrusion of a spyware...your anti-virus does not protect your computer from this kind of threat.
It then suggests I scan the computer using the scan key at the foot of the screen.I haven't done anything other than deleting the page in case it isn't genuine.
I have AVG Free edition installed and ad aware.
Can anyone suggest the follow up? Thanks.

  Fruit Bat /\0/\ 19:27 24 Apr 08

Sounds very dodgy to me

  VoG II 19:38 24 Apr 08

I would scan with SuperAntispyware click here

  Duncanf 21:30 24 Apr 08

Thanks for suggestions. Before VoG™ 's suggestion of installing SuperAntispyware came through I was already scanning the whole system with AVG. No threats were detected. At end of scan I rebooted and the 'Windows Security' page again came up when Mozilla Firefox page was activated. After installing and running SuperAntispyware over 200 items were highlighted!!! I quarantined all, rebooted and again the 'Windows Security' page came up, this time suggesting that a Mata Hari and Alexa threat might be on the computer. Not sure what to do now.

  bluto1 21:47 24 Apr 08

If it were my PC I'd uninstall Mozilla Firefox, making sure I had another Firewall in place and boot up again. It could be something brought in on the back of Firefox.

  VoG II 22:09 24 Apr 08

Run HJT click here and post your log on the MWR site click here

  Duncanf 00:10 25 Apr 08

Thanks, both of you. Sorry for delay in reply. I'm having trouble getting on internet as Mozilla wasn't opening.
I tried bluto 1's suggestion and re-installed Mozilla but internet is not coming on when Mozilla icon is being clicked. Got in another way and will now try VoG™'s HJT move. Thank you again.

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