i clicked on install driver the other day on a site but to find it wasnt a driver now every now and then a speech bubble pops up and inside it, it says system has detected a number of spyware on this computer, click here to fix this problem, when i click it it goes to a web site

the icon appears in the bottom right and is in the shape of the windows firewall sheild thing, how can i remove this?

ive got avg and spybot and have ran this but its still here