Virus HELPPPPPPPPP???

Just later today i get this pop up saying that i have a virus or something. Its a Malware Defense "Security Center Alert" screen and it tells me the Name, Risk, and description but doesnt tell me the location. how can i find the location so i can delet them? It says its a Windows PE SYS file. Its annyoing and i dont have the money to buy the software. The file name is "Rootkit.Win32.Agent.pp" and i looked it up in Search but it cant find it anywhere. How can i delet it!?