BleepingComputer.com: Http:///fnes/echo "Attempt to download malicious software"

New to the forum, please forgive if I unintentionally do the wrong thing. I am wondering whether this is a false positive, especially as it appears to have gone away, Kaspersky may have put an adjustment in their update & this causes the warning dissappearance. Or more likely I do have a trojan trying to send log-in codes to third parties who are not in my circle of trust! The message appeared in Explorer 8 & Firefox 8. On one machine only (I have two permanantly connected to the Router). I have the same Kaspersky2009 software running on two other computers, with no problems. Also 2010KAV on three computers, no prob's. I seem to be having problems downloading from Kaspersky's site (partly) so I guess this may be a tricky little devil hiding away , maybe in a separately booting partition maybe?
Operating system on "infected" machine is : Win XP Service Pack 3 Intel Corei5 (3.10GHz). 2.98 Gb of RAM showing in System properties). I have a dual screen Radeon5400 setup in-case it makes a difference.
I have removed Cnet downloads, eg: teatimer666.exe (part of spybot) as a search revealed "Packed.Win32.Katusha.exe" within the installer - this is what Kaspersky calls it, other software seem to have different names.(Although I wonderwhether this was maybe a false positive also). I have already run Sophos std20sasfx.exe scanner, & other "obvious" tools, over the last few days, as the problem interests me more than irritates.
I have a text file of all changes made to the system, & am happy to use the Nuclear option of removing all partitions, & wiping the disk. However this is the only drive I do not have a clone of as I've only just finished setting it up !! hurrumph!! Hopefully it's gonna be a breeze to sort, if not I'll happily get stuck in to the system as you direct...
Many Thanks in Advance. iamcumputing

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