is Privacy Report still a problem?

quick probably stupid question;
1. bought 1st computer/ e-machine with Vista in April 07.
2. signed with ATT as ISP that was supposed to provide security.
3. thought I had McAfee, Windows Defender & ATT as security.
4. was getting pop-ups that would knock me off internet like Privacy Report and others.
5. contacted ATT and was told their security did not work with Vista at this time had no recommendations except to spend money on my limited budget.
6. freaked out but thank God that I found majorgeeksl
7. got rid of McAfee, got AVG free, cc cleaner and followed majorgeeks procedure to make sure computer was clean.
8. After procedure problem stopped.
9. Now have AVG free, SUPER Anti Spyware, cc cleaner and raised Windows Defender up a notch.
10. Privacy Report icon still shows up with internationial stop sign at the bottom of my computer screen most of the time except when I am on this site or my bank. Is this cause for concern? Since I dislike them so much can I get rid of them? Thank you in advance for all your help.

 

I hope i have done this right for snapshot. McAfee is no longer here, or so I thought. I apologize but I don't know what trusted zone is. Upload seemed to go ok. Please let me know.

 

not wanting to waste anybody's time I have tried to take this picture but everytime i do I exceed the limit for majorgeeks limit of 97.7- besides being a newby what is wrong with me following the instrutions i.e. major attitude instructions on taking a screen shot?