This isn’t new, this kind of scumware (scam) has been going for some considerable time, only the name changes. Never download anything that alerts you to an infection on your system when ‘you’ didn’t install the application doing the detection, common sense will go a long way here and then investige the alerts, google, forums, etc.

The problem is that the actual program isn’t infected (a virus), just pops up windows, etc. and encourages you to scan (download) your system. Which is why you are seeing that many AVs don’t detect this directly, it may well detect what it tries to download.

There is a tool RogueRemover, available here http://www.malwarebytes.org/rogueremover.php removes much of this Rogue Anti-Spyware scam/scum.