That "Antivirus 2009" (and 2008) thing is it's own kind of virus (although not, I don't think, a malicious just - just an extreme and virus-like sales trick type of thing).
First you get the warning that looks like your Windows security message, and it scares you into thinking you have a virus. Then it won't let you really get out of the window that pops up unless you click and download the thing. Once you get the thing you have the choice to live with the constant pops ups and icons or else buy their questionable anti-virus software to get rid of it.
On top of that, once it's downloaded it can get into your system files; and unless you're the machine's administrator it can be hard to get rid of a couple of the files.
Uninstall what you can of the Antivirus 2009. You can always go back later and get rid of any leftover files that don't get uninstalled from your system files. You'll recognize them when you see them.
You probably don't have any virus in your machine other than that thing. Still, what you should do is look for a free download of a well known anti-virus scanning and cleaning program (like one of the Spybots or even a trial version of something like OneCare or Norton). When you're looking make sure that what you download won't just scan and that it will also fix any problems. You can always cancel the trial membership long before it expires. (I heard that OneCare may be free in June.)
Run the decent program, let it fix what it finds, and if you have any leftover icons from Antivirus 2009 showing up on your task bar look for it in your system files.
I went through the whole thing because once they manage to pop up with that warning window you can't get rid of it without downloading their software. It just won't go. Don't panic. It's not as bad as you think - just horrendously infuriating and inconvenient.