Vista Guardian 2010...WTF?

So while I was watching Naruto my computer suddenly came up with a message at the bottom saying Privacy Threat, Stealth Mode and some more stupid crap. How in the world did this Vista Guardian 2010 get on my computer and how in the world do I get it off. I know I did not install or download anything because I am weary of these sorts of things happening. What in the world is going on!?