Oh yes, had a problem like you a few days back, and found exactly the same solution.
"Malwarebytes’ Anti-Malware" is a real godsend for all users browsing the net and everybody should get it on his/her computer.
Just to show people what I got, here is the troublesome message:
wrote:Windows Warning Message
Spyware detected
WIN32/Adware.Virtumonde
WIN32/PrivacyRemover.M64
If you get this stuff (it says something like Antivirus XP 2008 or the like) on your computer,
DO NOT click on install!
Just do a scan with "Malwarebytes’ Anti-Malware" like
warpigs said.
I would additionally recommend removing all temp-files from your computer after performing the scan!