Please help, Computer problem!!!?

am having and annoying problem with my computer

A new icon has appeared on my task bar, it is circle shape that flashes between a blue question mark and a red 'no entry' sign. When I right click or left click on it it brings up this web site http://www.spylocked.com/?aff=334...

I have no idea how this got on my computer and don't know how to make it go away. Also every few minutes a speach bubble appears from the above mentioned icon sayine 'System Alert' The system has detected a number of active spyware applications that may interfere with your computer performance. Click on the icon to download the most recent anti spyware software.' I have tried the remove programmes thing in the control panel but it didn't show up in the list. I also have webroot spy sweeper and macro anti virus but their not detecting anything!!!!!!!!!!!!

I don't have a clue about computers so any suggestions ??????

Please help, Computer problem!!!?free antivirus download

First DONT DOWNLOAD AND INSTALL ANYTHING from http://www.spylocked.com!!! The so-called anti-spyware IS THE SPYWARE ITSELF! if you have installed, REMOVE IT RIGHT AWAY!

Download Spybot S%26D from:

http://www.safer-networking.org/en/downl...

Install it, update it and then run the scan and then remove what all it finds! Also 'immunize' from protection against future threats!