Some kind of Malware infection

I am receiving a pop up box that says:
Security Center Alert
Do you want to block this software?
Name: Win32.Zafi.B
Risk Level: High
Description: Zafi.B is a worm trojan that records keystrokes and takes screen shots of computer stealing personal financial information.

It asks if you want to keep blocking but does not allow you too. Says Windows can't help remove it but has a link to click on that takes you to a page to download a program that I know is not good.

I have run my Mc Afee program it is not finding any thing. My computer is crashing out of pages and that box pops up constantly.

I had problems in December which you helped me get rid of. I had clicked on a bad link in MSN messenger that I though was from a friend that time.. This time I have no idea where this thing came from. Haven't done anything but look at my email, facebook, and myspace.

Your help would be greatly appreciated again.
Thank you
e-mail removed, Doctor Inferno

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