I Need Help! I think I may have a virus

Can anyone help me? In the last two weeks or so I have getting pop ups all over the place when connected to the internet. This had never happened before as I'm generally pretty good with security etc. At the same time this started happening something else more frustrating also started. I am having big problems installing and installing several programs and computer games. When the installation application runs I get a Windows Security window saying that 'these files can't be opened - Your internet security settings prevented one or more files from being opened.' I have done everything I can think of to change NIS settings and my computer security setting and nothing seems to help. I have also run every NIS scan and everything comes up fine.  Any ideas??