Moved to Malware Discussion > Home User Assistance just in case.
More information would help, was this a popup or whyat and what operating system and service pack do you have?
Haven't read much about this other than spam emails purporting to be from Cash Edge were circulating some months ago.
Run a scan with Stinger and Malwarebytes Free both linked in the last clickable link in my signature.
There have been reports of messages purporting to be from Cash Edge which do appear to be part of an attempt to trick online-banking users into divulging personal and account information. The advice given elsewhere is not to give away any personal information, to run anti-malware and anti-spyware programs immediately, and to notify your bank if you think that your account details might have been compromised in any way.
There are two warnings from the past year or so which might be helpful to you -
If you have noticed anything suspicious in an online banking transaction then you should of course tell your bank, and change any passwords you use online. Run McAfee, but also run one or two other programs to double-check - Malwarebytes free version, SuperAntiSpyware, Microsoft Safety Scanner, anything else you want to run. There's no way at this stage of knowing if your system is compromised, but it might be. And if you have Java and don't need it, uninstall it. If you need it, update it - and also Flash, Adobe Reader and any other programs you have installed. Most infections rely on exploiting a known and patched software flaw.
The operating system on our network is Windows XP Sp 3. Mcafee virus security is up to date. A Trojan that steals online banking credentials and eventually sends them to a remote server (PWSZbot.ge) was discovered by McAfee and deleted. I'm wondering if any further steps could be taken to protect against such infections. It turns out the same infection as described earlier also created a fake dialogue with Chase attempting to steal account information. My only questions are should we take further steps and why this wasn't discovered in the first place.
One thing you could do is get an independent opinion from a good anti-malware forum by posting a Hijackthis log on one of them for analysis.
You'll see the download and suggested forums near the end of that last link in my signature below.