You pretty much need malware and spyware programs in addition to the anti-virus (I use Avira, another free one).
What you do if you can't get out of that virus window without clicking on it is Ctrl/alt/del and end your browser. Then run a virus scan. It should find the trojan in your temp files, hopefully that is as far as it went.
It bugs me the type of sites that thing finds itself on. I was searching recipes once and had it pop up.
Petroleum based knitter, removing that nasty oil from the ground one skein at a time.