If it is not Windows generating the error from Windows Security Center (double check this by going into your Control Panel, and checking the settings for your Windows firewall), then it is a rogue infection.
Based on the fact that your system was already clearly infected, I can tell you from my experience that your system probably still has some traces of malware in there. Very often you'll run across an A/V utility that seems to have caught everything, but malware can run as a service and or driver of the system, and replicate. This not only makes detection and removal more difficult, but can make your overall performance poor.
You can try some removal utilities such as Malwarebytes' Anti-Malware (recommended by Atomic) which I have used on a personal system before (never used on a client's system). It caught a few traces left over when I couldn't even get the system to boot to a physical environment or safe mode! Great little utility indeed..
I also have used Kaspersky before, and would recommend doing at least one sweep with that.
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The best advice I could give you overall would be doing your scans in safe mode to ensure that as little as possible is running. It'll speed up your scans, and also help to ensure that files normally running may not be, so that they may be disinfected.
Before doing any scans, you should do a full temporary file cleanup and remove any temporary files from the system. This will help to speed up your scans, by removing any unnecessary files beforehand. Remember that if your simply sending them to your recycle bin, clear that out as well.
You may wish to disable System Restore and then restart.. this will clear all of your system restore points. - Warning: This will delete all of your system restore points so you will not be able to restore to a previous date! Though this may seem as a big risk to some, it'll help you in the long run. First off, many infections can store themselves into the system restore files, thus remaining executable unless deleted. Second, again.. to speed up your scans, deleting these files is necessary.
Run some of the following scanners, and remove everything found..
Kaspersky
Search and Destroy
Spyware Doctor
Ad-Aware Personal
Norton Antivirus
McAfee Antivirus
Trend Micro Virus Scan
Ewido
Webroot System Analyzer
HiJackThis!
After you've run everything, check the start-up processes, services, drivers.. disable anything that doesn't appear legitimate. If nothing else, go to the image file and check the creation date. If the creation date doesn't make things obvious (such as "Created Feburary 22nd), then check the Application Properties. Chances are, if nothing is listed for Title, Company, ect.. it is part of the infection.
I manually check the following folders when doing a virus removal after all the scans have gone through, and would advise you to do so as well if you feel confident..
Windows\System32
Windows\System32\Drivers
I'm looking for suspicious files that have been created very recently, or files that I know don't belong there. For example, some infections will create the same name files such as TmSSd.dll, and I'll recognize that and erase it. When in doubt, just google.com the name of the file and I'm sure something will come up for you as to whether it is safe or infectious.
If the name of the file seems randomly generated, its been created recently, and has no properties.. I'd say delete it. For example, ksdakjnhd.dll is likely a virus.. since not many companies slap their face onto the keyboard when creating dependencies. Though once again, if you don't know exactly what your doing.. this could turn out badly! Make sure you consult with someone, or do your research before EVER deleting a system file!
After running all of these removal utilities, you may want to run a policy scanner and check if there has been any irregular policies set for the computer such as "NoActiveDesktop" or something else undesired. If so, the scanner should allow you to fix that within the same utility.
After doing a complete removal of a virus(i), you may experience start-up errors because now those start-up processes may still be there, but are pointing to a non-existent start-up image (eg: deleted virus). You may either delete this start-up process, disable it, or run a registry cleaner such as CCleaner or Registry Mechanic. - There is a torn view on registry repair utilities, as they allegedly can cause damage to programs and or the operating system by deleting necessary keys. I've yet to have a failure due to a registry repair utility, though I see how it is certainly possible. Always do a registry backup before editing / repairing the registry in any way!
All in all, this is a wall of text. - Your malware infection may be simple to remove, and require nothing more than removing one or two infectious start-up processes. Though, having done this for quite a while, I assume things are worst than they seem and always investigate the entire possibility rather than taking the shortcut to a solution.
If removal isn't an option, you may always do a "destructive restore" if it is a manufactured PC, or simply reinstall Windows. While this will get rid of the virus completely, you'd lose data as well.. so back everything up first!
For safety reasons, I'd scan everything you backup before opening it on a clean PC!
Good luck, and if you have any questions.. feel free to private message me or post here. I'll help you to the best of my ability..