先謝再請教! Is this virus?

I have Window XP. Starting from last week, a Spyware Protect 2009 alert pops up and said "Your computer is being attacked by an internet virus. It could be a password-stealing attack, a trojan - dropper or similar. Do you want to block this attack?"

Is this a virus? If so, how do I get rid off it? Does Malwarebytes help to remove it?

Your help is greatly appreciated.