Trojan Key logger win32 fung (Norton not picking it up)

Hi,

 

A non Norton windows window popped up informing me that I have 'Trojan  Keylogger Win32 Fung'. Something told me that this wasn't legit, so I cancelled the Windows window and did I quick google search. I found out that it was Spyware which was trying to get me to install software through a fake windows security alert. 

 

Norton will not pick the Spyware up, so I have followed the instructions on the internet to get rid of the spyware. I've tried Malwarebytes anti malware, but that detects nothing which is strange as everybody said it would sort the problem out. 

 

I also tried other Spyware scanners but nothing will pick it up. 

 

How do I get rid of this? Please help!