Downloaded something, how do I get it off?

I stupidly was trying to find Iron Man online and was looking at some different sites. All of them said to download a video player file. Being a noob, a downloaded it. I was careful and scanned the file with Norton Antivirus but when i opened it I started getting messages which said/say:

"Your system is infected with a dangerous virus! Note: Strongly recommend to install antispyware program to clean your system and avoid total crash of your computer!

Click OK to download the antispyware. (Recommended)"

I wasn't retarded enough to do that because I know the download is a virus. I ran a Norton scan, Ad aware, and Spy bot but the message still keeps popping up. I looked at my downloads section and the file name is: "msetup.exe".

What should i do?

Downloaded something, how do I get it off?internet security 2006

This sounds like smit-faud or Vundo, the link to clean these are below:

Virus/Spyware Removal Instructions:

Download, install, and update antivirus and antispyware programs (found below). Turn off System Restore off (Right click My Computer, to Properties, go the Restore tab, check the box to Disable system restore). Reboot into Safe Mode (pressing F8 on power up). Run the installed antivirus/spyware. After you have verified they are removed turn System Restore on (uncheck the box) and make sure all of your Windows Updates are completed.