this program comes under the genre of 'rogue-ware' as it makes security claims which are designed to part the user with their hard earned cash in order to pay for software.
A correctly configured firewall would indeed help...as would real-time anti-spyware scanners.
In the meantime, have a look in Add/Remove programs for any references to the program plus run some freeware tools such as Ad-Aware and Spybot as they may help.
What kind of software do you have protecting your PC at the moment?
No probs....don't have more than one anti-virus program installed at the same time as it can and often does cause serious problems. Perhaps try each one for a week or however long you want then uninstall and install the next until you find the one which suits your needs.
Multiple anti-spyware programs are not usually problematic though they can create a lot of false positive results.
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