Try to run FakeAlert Stinger. Download it from McAfee Labs here: http://download.nai.com/products/mcafee-avert/stinger1001688.exe
Save the file to your desktop and double click the file. You will now see a small window with some options. Please click on "Preferences".
Under "Scan these targets" check both boxes
Under "On virus detection" select "Delete" option
Under "Heuristic network check for suspicious files" select "Medium" from the drop down box.
Select "Scan Now"
This will start a scan in your system looking for FakeAlert threat family and a couple of other malware.
Hope that helps,
I just noticed the link Irene gave you had double http:\\ entries so that's why you are getting the not found message. Let me give you a different link for a Stinger we built specifically for the Fake Security applications like you are seeing:
Download - http://download.nai.com/products/mcafee-avert/fakealertstinger.exe and then follow the same steps that Irene outline.