XP - Desktop Background Change - virus?

Hello,

I hope someone can help me on this one. I've been helping an OAP teaching her how to use her Compaq Laptop with XP on it so she can order her groceries online etc. Yesterday she was online and phoned me to say she had a message about downloading software. I told her to download nothing.

I picked up the laptop today and the whole of the background looks like a slightly blurry oversized download box entitled File Download- Security Warning and then beneath it is details of what you would normally see in a download warning box. In this case it's

Do you want to run this file
Name Real Player Beta 11.exe
Type Application 265 KB
From software-dll.real.com

RUN CANCEL

As I say it takes up the whole of the background and is like an exaggurated download box.

I have got her Mcafee up to date and ran 2 scans and found nothing. I can also get rid of this by changing the background theme, but I can't believe it's a real background therefore something must have put it there, in which case what else has been installed.

The lady i'm helping only logs onto Sainsburys and Aol for her mail.

Has anybody seen anything like this before and if so can you advise what it is and how I can get rid of it and be sure there is nothing else nasty lurking on her machine?

I would appreciate any help.

Irishism