Some virus try to trick you by saying “you’re infected click here to scan your computer” and when you do they infect you and that’s all she wrote. Since it’s easier and less time consuming you usually end up formatting, Resetting, imaging or restoring your system to factory conditions. Either way you almost always end up loosing your data.

So, Please always have a current Backup. Some virus, Hijack or trojans (to name a few) actually change the code of the pop up window, so when you click on the “X” or close button you’re actually saying yes, or they flip the ok and cancel button and it installs itself in the background. So if in doubt use the Task Manger to close suspicious pop up windows.

Everything on the Internet is not safe to view even if you have antivirus software like AVG which is my usual choice since it works well and it’s free, So Use common sense.

But if you do get infected Do not turn of your computer or it will dig itself in your startup process and might never come out, withou formatting, Resetting, imaging or restoring your system to factory conditions. Use malwarbytes, a free program you can use to remove many fake antivirus protection tools such as the my security shield scamor or AV8.  Another removal tool and one of my favorite but it requires an internet connection (which alot of these Trojans, Root Kits and/or hijacks usually disable) is Hitman Pro from SurfRight. Download here

How to start Task Manager

To start Task Manager, take any of the following actions:

Press CTRL+ALT+DELETE, and then click Task Manager.
Press CTRL+SHIFT+ESC.
Right-click an empty area of the taskbar, and then click Task Manager.

How to use Task Manager Help

Everything that you might want to know about Task Manager is included in the Task Manager Help file. Some of the help topics are intended for a general audience. Other topics are intended for a more advanced audience. To view the Task Manager Help file, follow these steps:

Press CTRL+ALT+DELETE, and then click Task Manager.In Task Manager, click Help, and then click Task Manager Help Topics.

How to exit, switch to, or start a program

The Applications tab displays the status of the programs that are running on the computer. To exit, switch to, or start a program, follow these steps:

Click the Applications tab.

Do one of the following, as appropriate for the action that you want to perform:

Exit a program

To exit a program, click the program that you want to exit, and then click End Task.

Note When you exit a program in this manner, any unsaved data in that program is lost.

via How to use and troubleshoot issues with Windows Task Manager.