DragonMaster, seems like I got rid of the nightmare, although I am not sure yet. It has been two hours without any weird things happening in my computer.
Let me tell you what I did
1. After many times trying, I had the malwarebytes working, I updated it, found 4 threaths and it cleaned them.
2. Reebot in safe mode (i haven't been able to do this before)
3. Updated Mcfee
4. My husband found this website
http://www.myantispyware.com/2009/06/05/how-to-remove-antivirus-system-pro-uninstall-instructions/, I thought what the h...., I didn't have anything to lose, so I followed the instructions, and reboot normally. After that No alerts, no threatens , no porn and viagra webpages, seems like it is working normally.
I have rebooted twice in the last 2 hours and everything seems to work fine. I am still scared, I want to believe that really everything is OK but I don't trust. Please let me know what you think.