Moved to Malware Discussion.
No antivirus is guaranteed to detect everything and especially these new fake anti-malware pests because of the way they work, needing human intervention to activate. (Even dismissing the popups can activate them).
There are a number of threads on these but here are one or two.
Security Shield: https://community.mcafee.com/thread/43791?start=0&tstart=0
Lameshield is a new one on me though but I see a few hits using a Google Search.
Your first weapon with any problem like this is System Restore to go back to before it all happened. It can be initiated in regular or Safe Mode. Don't forget to update things afterwards though.
See the lower link in my signature for hints and links to software which may help.