Can you identify the application that pops up the "Viruses have been found..." dialog?
If it's related to your anti-virus, it might be something that's already there but gets activated somehow and detected.
If it's not, then I think it might be an adware that tries to get you click on the scan button to get you somewhere; a page where you can buy an antivirus for example.

In any case, a full scan seems required. If you can get rid of it a painful format/install might be required

The message "this scanning attachment" doesn't sound right to me and I'd be surprised that an anti-virus outputs a message like this.