Here was my solution to this spyware, malaware, parasite problem. Search for PMSNGR.EXE and delete it. You must be in Safe Mode to delete the file. After a week of searching, installing and uninstalling different anti-virus/anti-spyware programs, it was ZoneAlarm that help me realize which file was causing the false alert message. I set ZoneAlarm to the highest Internet Zone Security and Trusted Zone Security. ZoneAlarm detected PMSNGR.EXE as Suspicious Behavior right after I click on the alert message. I denied access to the file and later deleted it. The problem is gone.
The "System Alert: Trojan-Spy.Win32@mx", with a yellow triangle and black exclamation mark, contained the following information.
Type: Spyware/Trojan
Vulnerable: Windows 95/98/ME/NT/2003/Windows/XP
Description: Spyware program that sends confidential information to a remote attacker
Protect: Click this baloon to download official security software
By the way, the alert message misspelled balloon; a hint that this was a problem.
I hope this helps.
The "System Alert: Trojan-Spy.Win32@mx", with a yellow triangle and black exclamation mark, contained the following information.
Type: Spyware/Trojan
Vulnerable: Windows 95/98/ME/NT/2003/Windows/XP
Description: Spyware program that sends confidential information to a remote attacker
Protect: Click this baloon to download official security software
By the way, the alert message misspelled balloon; a hint that this was a problem.
I hope this helps.