Just had this happen to my Mac. Clearly it wasn't the real thing since I don't run vista, I'm running OS X.

It's not a virus so many anti-virus programs won't pick it up. It is just spyware in it's worse form.
It's doesn't mean there is anything on your computer, it's just a load of fake images making it look like it's scanning your machine. Basically it is just an advert so it can infect your system with loads of rubbish.
It tries to install a program onto you computer, which will then keep telling you have a virus until you buy there software which just uninstalls the program it installed in the first place.