Moved to Security Awareness > Malware Discussion > Home User Assistance as a more appropriate spot.
If it's a firewall alert block it.
These fake anti-malware applications unfortunately fool most regular antivirus applications.
There is an excellent removal guide here from a Google search: http://www.bleepingcomputer.com/virus-removal/remove-win-7-antispyware-2012
Scroll down that page as the first links you see are all adverts. That malware masquerades as many different names as you will see there.