You're right, it's a fake message from one of the Fake AV programs. We've seen it before (in this thread, for instance). Stinger might remove it, but that utility mostly deals with the current top threats and this one has died down a lot in the past year (perhaps it's coming back again).
The basic removal process is simple - RKill and Malwarebytes will do it. See BleepingComputer for the instructions -
I forgot to say - this has been moved from the Home & Home Office section to Security Awareness / Top Threats. That's where the Fake AV posts should go.