System Integrity Scan Wizard Alert - I'm infected

Please Help!!!
I don't remember exactly what I did to become infected with Spyware, but I know that I am.
My Desktop image changed to a screen saying I was infected with Spyware and to "click here to fix it", which I did not do.
Also a pop-up jumps up once in a while saying System Integrity Scan Wizard, saying Windows will help me get rid of the Spyware, which I have been TRYING to ignore.
Lastly an exclaimation point keeps showing up in the bottom right corner saying "click here to fix this..." and if you click on it, I believe it opens IE.

So, yes, its true I am infected with some kind of Spyware, at least I think. I'm not savvy to all the differences in malware, spyware, adware etc.

My problem is I have MacAfee Antivirus, which does not detect any problem.
I have SS&D, which I have updated and immunized again, and I have checked and removed problems, but still I am plagued with the pop-ups once in a while. Also,
I have AdAware SE which I've run and fixed the problems it shows, but still the nagging pop-up.

I found a thread listing the things that I could do: Virus/Spyware/Malware, prliminary removal instructions.

Should I do all this??

Cheers and Thank you for ANY feedback any of you can manage!!!!

Trojan Downloader XS

Also, I'm getting a pop up that says System Control Panel, and promoting Trojan Downloader XS. I am currently following the steps found on the Spyware/Malware preliminary removal intructions page. I'm running the Trend Micro House Call, checking for Malware right now. Any suggestions anybody???