System security scanner has detected following threats on ..

I run IE 6 on Win XP Pro. IE 6 is broken as it sometimes
closes by itself.

When I open a new site. A black pop-up randomly comes up
with green text:

Progress:

System security scanner has detected following threats on
your computer:
DialerActiveX/AllInOne, InetSpeak/Iexplorr/A,
OnlineDialer/MaConnect, XDialer/XDial,
Trojan InternetOptimizer, ezCyberSearch, Gator/PDP/3061
Trojan.AdPopper, HuntBar/TS, ACXInstall, BrowerAid,
Trojan.AdPopper.gen3

Download.com is recommending you to install one of the
threats-eliminators, to avoid your system security risk and
eliminate all threats!!!
[Click here to get one]

===

For sure I never click this pop-up. Who knows what could be
at the other end. Maybe something more vicious. Anyway,
what is this? What harm can it do? How to get rid of it?

A screenshot is attached for whoever can view it.