Non-Norton Pop Up claiming to have detected Trojan-Keylogger.WIN32.Fung

Got a pop-up (box) with the following message:

 

Windows Security Alert

 

Windows Firewall has blocked some features of the Program. 

 

Trojan-Keylogger.WIN32.Fung

 

High

 

Fung is spyware program

that records keystrokes and takes

screen shots of the computer,

stealing personal financial information.

 

There were two options given which I didn't write down.  Might have been the following:

 

                                "Keep Protecting" ? -was not highlighted                       "Protect" ? -highlighted

 

Clicking on the "x" closed the box.

 

**** The Windows Defender is turned off on my PC and NIS 2008 is turned on!  The apparent spyware is not listed in the Symantec  lists.

 

Is this a new virus/spyware?  A full system scan did not detect anything.