Happened to me too... I've cleaned too much of this crap off other folks systems lately....didn't click on crap to close the page, just hit the off button and held it for a hard reboot. I've got SuperAntispyware running a complete scan right now, hasn't found anything more than tracking cookies so far.
I have a VM of XP that is fully patched and snapshotted. I am going to see if I can "get" this bug and then figure out how to clean it off for others.
- Update one -
OK. It's definitely "scareware". I let it run the fake scan and I downloaded the file but did not execute it yet. Rebooted and am running SAS (SuperAntiSpyware) portable on it now. I want to see if it implanted itself prior to running the download. The goal of these criminals is to dupe someone into spending money on "fake" antivirus software. They get $60 or so bucks off your credit card and then when they have collected 10000 CC numbers they sell that info to other criminals...
- Update 2 -
Well SAS didn't find a thing including not identifying the download. I downloaded, updated and ran a quick scan with MalwareBytes Antimalware and it identified the download as a generic trojan downloader (it itself will download bad crap when run). Now I am going to run it to see what kind of crap I get... packupdate_build107_2045.exe is the filename of the download that the bad site served up to me.
- Update 3 -
running packupdate_build107_2045.exe starts "My Security Engine Setup" which then opens My Security Engine, a very cute and convincing software that runs a fake scan which purports to find tons of malware. When you click Remove Now it takes you to an activation page where they will steal between $49.95 and $89.95 of your money. OK. So worst case scenario is that you have this on your machine. Now let me see if there is any easy way to get it off.... This could take me awhile...
- update 4 -
So I ran MalwareBytes Antimalware on the system and it found 768 instances of crap. Files, registry entries, etc. Did not find the bug in memory. When I attempted a remove all, it blue screened on me. This means that if anyone got to the point where they saw
My Security Engine Setup then they are probably going to need some professional help cleaning it off... and I don't mean me. I hate this part of my job and it keeps me pretty darn busy. I was hoping for an easy fix here... Still looking...
Going to try the Kaspersky Rescue CD, which is a free download. Downloading it now...
- update 5 -
Well, after the blue screen, VMWare rolled the Virtual Machine (VM) back to it's uninfected state. And of course the web site is down for fixing so I cant get it reinfected.

I think if anyone got the full infection where you have My Security Engine in your face nagging you, the best chance of a successfull DIY cleanup is going to be an offline tool (bootable CD) from one of the AV vendors. These are known as rescue CD's. Kaspersky makes one and its a free download. Hopefully no one got to this very painful state of affairs.