This is malaware and can come from anywhere. I got it off MySpace a few weeks ago--I know this because it was the only place I'd gone that day when it started popping up every so often. You need to run a good program to get rid of it--The Superantispyware is the one I used.

Not knocking AVG Free, but I was using it, had it updated, etc., and it did not catch it. I am now using BitDefender.