Here are links that I think relate to the problem. I've been see this pop up as well but my AVG from Grisoft always catches it.

• http://www.cybertechhelp.com/forums/showthread.php?p=185574
  
• http://www.mcse.ms/message348344.html
  

AVG removes pup.exe and maybe will get everything if let my system become completely infected. Still, it looks like there are files that can be hunted down and removed manually.

      - Mark