I think I feel for that one some years back...
Whenever I get a virus warning message, I immediately exit whatever I was running and do a total scan using my legitimate anti-virus program. I currently use ESET, but I have used Norton and McAfee in the past.
I fell for a Trojan once, too. The problem was, I was using an OS which was known for vulnerability to virus problems - so it was easy to con me into thinking I had a problem when I actually didn't.My solution to that humiliating experience was to switch to Unix. Which, having been designed from the ground up on the assumption that there would be multiple users who have to be protected from any trouble caused by other users, is inherently less vulnerable to viruses.
Since I no longer think that my OS is a pushover for viruses, I am much harder to stampede into making an error than I had been when using the less robust OS. I recommend it.