How Do You Get Rid Of This?

I have been getting this all day and I never got it before and it is just too fishy. I keep receiving a message from my firewall (sygate firewall) stating this: click here btg.btgrab.com or something

I am 99.9% sure that this is spyware of some sort. I have scanned my computer with Ad-aware, spybot search and destroy and counterspy, all updated and full scanned. I tried Hi-jack this but it doesnot detect it. Also when you go to START>ALL PROGRAMS>SEARCH ofcourse you get the search screen for your computer and mine tries to connect to sa.windows.com, what does yours try to connect to? The same?

The first one is the biggest problem for me, so if anyone can help thanks in advance.

P.S. Counterspy found 2 files and 42 registry spyware and I deleted then on safe mode. They seemed to be something called Aurora/Buddy. But according to counterspy they are deleted. AND my peerguardian is going crazy blocking bad ip's left to right, it never does that.

never seen it myself, but maybe this might help:
http://www.doxdesk.com/parasite/Transponder.html

Just tick the "Remember my answer..."box and hit NO and it won't bother you again.

This is their site by the way: www.btgrab.com

Alright I followed Vargas's requested site and it led me to delete something I forgot what it was. All I remember it was not good, so after that I don't get the warning anymore from Sygate. So it looks like its out of there.