I guess its because I don't use Internet Explorer which XP Antispyware 2009 depends on. Also I know that for the work machine that does have IE I just hit Alt+F4 if that popup shows up since clicking on the top right X can be ineffective.

So that's my solution. Read http://www.theregister.co.uk/2008/08/22/anatomy_of_a_hack/print.html to read the evil genius of this exploit and how the user plays a role in installing this software.

Since the owner installs this one there is no known cure all except to disallow all software installs. That would not be a good thing.
Bob