Little bugs on my desktop and spyware security notice with blue background

Hi im new to this site was forwardeed to it by a friend i was looking at some car clips today when it needed a small download to open the type of runtime or video. it then went to a blue screen with a blue background and a yelloow box stating that i have spyware and what not. then little black bugs sytarted to eat the screen. and they keep appering now and again could anyone save me without having to re install windows. i have run a anti virus and spyware scan and nothing has come up after the 3rd scan i will try also doing the safe mod way but anything else would be fantastic.

cheers jon

Have a look here:
http://aumha.net/viewtopic.php?f=62&t=33419&start=0&st=0&sk=t&sd=a

Look familiar. Read the descriptions.

Chances are the malware was in that 'small download'. You will need to go though the malware cleaning process, beginning:
http://www.techspot.com/vb/topic58138.html

Then post the logs to receive help here.