What to start doing first...

...when someone downloads some spyware / malware.

 

Was speaking to my wife on the phone when she uttered some four letter words that she may have done something stupid.  She had clicked on a pop-up ad of some kind that said something to the effect of - Windows Spyware Program has detected an issue with your computer, click here to scan your system...

 

As soon as she clicked on it, she knew she had done something stupid.  Now, I'm running NIS and nothing stopped the obvious spyware/malware download from proceeding.  So, I had her shutdown the system until I can look at it later.

 

Question, what should be my first steps when I boot up this laptop to check what she had done / downloaded.  My first guess would be to disconnect the laptop from my wireless network (first updating NIS) and then running a scan with NIS.

 

Would love to know what you all think.  Should I shut anything down from running on the system first?  Disable any programs?  Run a different scan first?

 

Thanks in advance.