I know nothing about Computers, but we had a similar problem before christmas and my computer literate dad solved it, so I'll pass you to him.
This is probably a trojen called antivirus 2009 or one of it's varients. Because it looks like a genuine warning you can click on something to let it in, for instance their 'NO' buttons actually starts a download process. Norton or any of the major antivirus programs will help but not clear the problem completely. I used a program called 'Webroot spy sweeper' which is avalable on the net for about £25. This cleared out an amazing amount of trojans and adware that my McAfee antivirus program just didn't see. Best of luck.