Here's some info on a new malware that we've been seeing over the past few months.
The Thinkpoint malware pops and lets you know that your computer is infected.
Sadly in most cases the only infection is Thinkpoint itself.
The best way to fix this is to start the computer in safe mode (with networking) and then kill the Thinkpoint process using Ctrl/Alt/Del. Next you will also have to start the explorer process (use Ctrl/Alt/Del again) to be able to download and install Malwarebtes from here: http://www.malwarebytes.org/
Run a quick scan with Malwarebytes and then restart the computer.
To be sure everything is cleaned up download and run Combofix and then download and run Advanced System Care.