I see another member has reported this same malware in CNET's Spyware, viruses and security forum here;
Have a look at that and Carol~'s removal advice. Follow the guidance carefully to remove this obnoxious malware.
Good luck and I hope it gets sorted.
My laptop was recently infected with a privacy.exe virus that launched a fake security offer to purchase "Privacy Protection". I knew it was a virus, and took measures to remove the virus. I also made sure it was removed by trying another way to remove and finding no residual files left. I ran multiple scans, and I'm fairly confident that it's gone.