that pop-up appears on web page as an ad, its nothing to do with your pc.....think of like an ad in a paper saying "you could have aids, pay €500 for our test now"....
Make sure to use IE7 or Firefox or some other browser with a built-in or add-on popup blocker. And never click on or open content that you are not 100% certain is trustworthy.
I'm afraid I spoke too soon Your privacy is at risk is back along with secure pc cleaner and this time ad-aware is not getting rid of them. Do I need to get an IT person in at this stage. notice also task manager is disabled.
Download and install a copy of Hijack This which generally sorts out any similar problems I have experienced. The software also includes information about where you can post the output if you are not familiar with what should and shouldnt be there before you remove anything.