There is a nasty new rogueware out in the wild called AntiSpy Protector 2009. There are also variants called PC_AntiSpyware2010 and Advanced Antivirus. It is also known by the anti-malware companies by one of its common filenames, Braviax.exe. Braviax has been out for a year or so, but this newest variant started appearing sometime last month.
Most rogues can usually be dealt with, but this one drops two extremely difficult to dig out rootkits on your system that kill almost all anti-malware processes and programs. It will not allow any of the well known anti-malware programs to run after they have been installed. It stops most file, service, or hidden process scans. It prevents the use of almost all good anti-rootkit scanners. It changes permissions on important system files, and generally causes havoc with your system.
If it pops up on your screen, just pull the plug on your PC. Unlike most other rogues, this one has been known to self-install without any user intervention at all. Granted, pulling the plug on your Windows machine can sometimes cause problems, but the misery caused by this bug is far worse. It's much easier to deal with the aftereffects of an unexpected power down than it is to root out this malware.
I've dug out a lot of malware in my time, but this one is by far the worst I have ever encountered. It took me four days of research to find a the tools and a process to dig this one out. If you run across it, shoot me a message and I will pass on what I have learned.
Be careful out there.