I also had a spyware virus try to get in our computer last weekend. Ran scans that said we were clean, so I knew nothing was downloaded, but the boxes just kept popping up
In between the popups I was able to get some advice off the McAfee website that got rid of it.
We have windows xp and hit the Start> allprogams> acsessories> system tools> system restore> go back in time. I set it for 2 days before we got the bug and was able to get rid of it. After restarting the comp everything was back to normal, even my homepage reset itself