BleepingComputer.com: Possible Virus on my computer.

After going to "classmate's website" (accessed by my mother) a warning popped up saying you computer may be infected. I came and alt F4'd the message and browser, but for a split second it starting downloading or something that looked like the microsoft update screen. I just built this computer and have not put a anti virus program on it yet.

I was thinking of using Nod, or possibly one provided by my internet company.
How would I check if this little occurrence formed a malicious file or something on my computer? Could I send my info to someone to check for a possible corruption in the making?

Thanks for any comments or help!

Start by installing an anti-virus and performing a full system scan.

Free Antivirus programs: (choose and install only one). I recommend any of the first three.

• avast! Free Antivirus
  
• Microsoft Security Essentials
  
• Avira AntiVir Personal - Free Antivirus
  
• AVG Anti-Virus Free Edition
  
• Panda Cloud Antivirus
  
• Kingsoft Free Antivirus (Cloud Scan)
  
• RISING Antivirus Free Edition
  
• PC Tools AntiVirus Free Edition

Supplement your anti-virus by performing scans with trustworthy security tools like:

• Malwarebytes' Anti-Malware: How to scan and remove malware from your computer
  
• SUPERAntiSpyware: How to use to scan and remove malware from your computer

You can also get a second opinion by performing an Online Virus Scan.

I downloaded AVG, and it found no virus!

Hopefully it was nothing.

An anti-virus program is not enough.

No single product is 100% foolproof and can prevent, detect and remove all threats at any given time. The security community is in a constant state of change as new infections appear. Each vendor has its own definition of what constitutes malware and scanning your computer using different criteria will yield different results. The fact that each program has its own definition files means that some malware may be picked up by one that could be missed by another. Thus, a multi-layered defense using several anti-spyware products (including an effective firewall) to supplement your anti-virus combined with common sense, safe computing and safe surfing habits provides the most complete protection.

Supplement your anti-virus by performing scans with trustworthy security tools like:

• Malwarebytes' Anti-Malware: How to scan and remove malware from your computer
  
• SUPERAntiSpyware: How to use to scan and remove malware from your computer

For a list of more tools, please see Bleeping Computer's:

• Freeware Replacements For Common Commercial Apps
  
• List of Virus & Malware Resources

You can also get a second opinion by performing an an Online Virus Scan.