Do you know what TheSpyBot is?
TheSpyBot is a rogue anti-spyware application. TheSpyBot installs itself onto your PC through Vundo Trojan, Virus or rogue software. TheSpyBot and its affiliates display exaggerated security alerts difficult to close in an attempt to trick you into purchasing the full TheSpyBot version.
Once the Trojan is installed, legitimate files and Windows Registry entries are displayed as malware on the user's computer. TheSpyBot also slows down your PC, and puts your privacy and data in risk.
TheSpyBot error message states that you're infected with spyware and that you need to download TheSpyBot to solve your problem. Once you click on the TheSpyBot fake message, you'll be directed to TheSpyBot's homepage.
The Truth (in non-techie terms): Distributors of trojans conduct illicit installation methods to extort money from you. Do not click on TheSpyBot fake security messages.