"Your computer is infected! Windows has detected spyware infection." is a Trojan pop-up. It is the kind of alert that precedes a rogue infection.
As many of you might know, hacked websites are used as platforms to transmit rogue infections. The carriers for such infections are Trojan horses hidden in the previously mentioned websites. They lie in wait for a user to click on a link and that is enough for the Trojan to sneak into the computer through vulnerabilities found in the system. Since most vulnerabilities are due to the fact that users tend not to update their software, it is best to download updates as soon as they are available and only from their official websites.
The infection does not need, neither seeks the victim's authorization – it just settles into the system and starts displaying the following warning:
Your computer is infected!
Windows has detected spyware infection!
It is recommended to use special antispyware tools to prevent data loss. Windows will now download and install the most up-to-date antispyware for you.
Click here to protect your computer from spyware.
As you can see, the Trojan has cleverly cloaked the alert as if it is coming from Windows in order not to raise any suspicion. If one clicks on the warning, however, this triggers the installation of a fake anti-virus program that only aims at misleading victims into paying for its useless services. The last thing you should do in case you come across such warnings is to buy what they prompt you to. You should always be on the alert and carefully check online for reviews and user comments regarding the issue in question.
To say the least, if this Trojan is not removed, its annoying alerts will continue popping up and will not only hamper your work, but also slow down the overall performance of your PC. Therefor it is highly recommended that you eliminate the villain with the help of a legitimate anti-virus software.