Scan found generic!bg.bsq in a few downloaded files. Couldn't remove them, though, so I manually deleted the files. I also deleted them from recycle bin.
Now scan found the PUP in c:\system volume information\_restore....\....exe and can't remove it. I can't find the location to manually delete the file. Any help?
BTW, I don't know the first thing about viruses, worms etc... I install protection and expect it to take care of everything. So when giving me directions, please be explicit.
"System Volume Information" is a fancy name for your System Restore folder and as it is protected by Windows one cannot access it. The easiest way to rid yourself of that warning is to disable System Restore and it should be gone.
Re-enable it once your are no longer getting the warning.
See this link