Desktop Wallpaper Changed; Looking for solutions

Right now my desktop wallpaper is changed to a wallpaper that says that a spyware has been detected on my PC.
My Windows Secuity Center Window popped up and said that there a possible spyware program installed as well. I don't remember the problem's name.

I've tried these recommended steps:
HKEY_CURRENT_USER
\Software
\Microsoft
\Windows
\CurrentVersion
\Policies
\System
"Wallpaper"=SZ:C:\WINDOWS\desktop.html

But I can't find "Wallpaper" on the Registry Desktop. Any help would be appeciated.

 

:wave and welcome to MG's.

i would advise you to look at this link READ & RUN ME FIRST

Then start a new thread HERE in the malware forum.

Dont forget to attach the logs of the scans in your post.

Good Luck..