spyware attack

Dear pals,
I have a satellite notebook since 2007 I never have any problem with it
But since Friday at a friend used my computer, I can't use my computer because all the time I have a message say:
Window Security Alert (X)
Windows has detected an Internet attack attempt somebody's trying to infect you PC with spy ware or harmful viruses Run Full system scan now to protect you PC from Internet attack as hijacking attempts and spyware! Click here to download spy ware remover for total protection.

And when i click ok some suspicious web try to open, but I'm not connected to the internet so I don't let that web open, but since that day i have 3 new Icons in my desktop 1-say: (spy ware& m... protection) 2-(error cleaner) and 3-(Privacy protector) that i don't have before I not able to run or download any spy ware remover program because my computer turn off after approx 10 minutes after i open Please can you help me!!!

I'm feel so devastated because I'm very careful with my baby (laptop) and I never, ever entered any web of porno or rare that i don't know. Please help me!!!! I can't buy another computer now..
Can you help me ?