It is a virus. I had it. It took THREE programs to remove it and then another to check that my system was clean.
Current McAfee and other programs will NOT remove it.
I'll do a bit of browsing and see if i can again find where I got the info to remove it. It wasn't hard, but time consuming to run the programs.
EDIT: follow this link for remove the virus. It's free.
http://malwaretips.com/blogs/nym1-ib-adnxs-com-virus/
Craig's post in Pop-up messages -- malware problem? was marked as the answer