Desperate....Phishing virus?

I'm getting the same type of message whether I'm at Ebay, Paypal, or any of my banking websites. It's an obvious phishing attempt, but I cannot get it removed from my system. What is it and how to I rid myself of it? It's slowing my computer down to a crawl. Here's the message (not an email message)......

 

 

We have noticed an increasing fraudulent activity recently. In order to provide your security and protect you from fraudsters we have introduced a new system of identification that will help us to avoid any kind of fraud or unauthorised access.

Please enter as more information as possible to provide your complete identification and to activate all the features of the new system.   User Information: First name:
Last name: