Anti Virus alert pop up again - using FireFox

I am using FireFox 3.0.4 for web browsing. Recently while I am browsing the
internet, there are pop up about the
'Anti Virus 2009' advertisement pop up again and again, the pop up header is
Internet Explorer.
Why the pop up is IE while I am using FireFox?

I would guess there are spyware installed on my computer and this had
happened. I used the Lavasoft's Ad-Aware 2008 to clear these stuffs before,
so I will also use that to remove the spyware. I recall my memory I needed
to run this tools for 2 weeks to get rid of the spywares.