Windows warning message in the background

Out of no where i get this windows warning message saying i have spyware on my comp. I used AVG and scanned the whole comp for virus's and such but the message will not go away. The spyware is preventing me from using google so i can search and fix my problem so i need someone's help to please fix this. Any help will be GREATLY appreciated!

Ok thank you grumpy for the think i think it helped some. So now the message is gone in the background but still whenever i try and google somthing and click on the links it sends me to different adds on every link. I have to type in the website to go to it. Also on alot of websites ill just get a page load error and not be able to access it. So im needing more help and any help is greatly appreciated.

I have been using Superantispyare program and have found it to work better then ad-aware.
I also run hijackthis to clean stuff out.