Icon On Task Bar Says Your Computer Is Infected

My son was downloading something on the computer last night and he said all these pop ups came up and now on the task bar there is an icon , a shield with a x in the center that says your computer is infected. When I click on ok it says would you like to update your security software and install registry cleaner? Once in a while it keeps popping up from that icon that my computer has detected spyware infection and has corrupted the registry. Virus program shows nothing, well it showed threat of bloodhound and said it cleaned it but that is it. How do I get this off my taskbar and how do I get all the icons off that I dont want to run.