Whenever i connect to the Internet i get this message:

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The other day i found a few viruses: Trojan.Rootkit.Chksyn.A, Trojan.Peed.JLG, I scanned my computer and got rid of them. But ever since that i keep getting the message everytime i connect to the internet.
I use a laptop and connect to the Internet through my Dad's wireless router - Which is unprotected. My friend said it could be people using the net but im not sure because its only just started happening.
I've tried scanning again but 0 viruses were found, Any ideas?