EDIT: The only way to find out if your computer is clean is to try using it again, just stay away from that web page and hopefully you should be fine. If you get another attack, try running the scans again. If they keep coming back, then most likely the virus has infiltrated your registry or scheduled tasks. In this case, I recommend looking at this website http://www.bleepingcomputer.com/resources/
They helped me bring my computer back from the dead just when I thought I had to do a complete reformat. Just look for the virus you have, or create and account post in their help section. Someone with a lot of experience will help you solve your problem.
This was definitely an attack on your computer.
Here's what you do:
1 Stop all your work, close all your files and opened windows.
2 Run your antivirus software to make sure it is operable; do this even before updating it with the latest virus definitions.
3 Update your antivirus with the newest virus definitions and run it again.
4 If your system is still complaining, check it for spyware.
You can use spybot: search and destroy to check for spyware. It is a free program you can download from CNET. I recommend getting another antivirus program since the one you are currently using (If you have one) is not working correctly. I recommend the retail ones such as mcafee or norton, THEY WORK BETTER AND YOU ARE SAFER WITH THEM. Don't go with AVG or avast unless you want to risk going through this again. You can however use avg or avast to run a scan if you don't have antivirus right now, they will work for the first scan. You really need good antivirus software as soon as possible though.
To prevent this from happening, DO NOT USE internet explorer at all. Use Firefox instead, it is almost exactly the same except it is much safer to use. Also, remember to run scans at least once every thirty days to prevent accumulations of viruses. Sometimes when there are many it can be very hard to get rid of.