ankurq7..
I went to Kaspersky's Forum, and find there are other's who indicate the same problem. In addition to the English speaking forum, there are other's at one of their non-English speaking forum, who are also experiencing the same. The tools which show some success, aren't used here. But those forums which analyze HijackThis logs do.
You stated you scanned with Malwarebytes' Anti-Malware and it didn't find anything. Did you scan in Safe Mode? I'm not saying it's a fix, but only wanted to know if you scanned with it and if it found anything at all.
Unless one of the moderators or members have other suggstions, mine would be to post a HijackThis log, to see if they can help you, as they have others. Another option would be to post your question at the Kaspersky Forum, where they're familiar with the problem. I'm really not sure they will be of help in the end, as most of the time they wind up sending user's to the HJT forums, anyway. But that's up to you and your choice to make.
In order to post a HijackThis log see the below thread. It will explain how to install it, and will also provide a list of forums which analyze the logs, and make use of other various tools. Unfortunatley, as stated above, we don't do it here.
http://forums.cnet.com/5208-6132_102-0.html?forumID=32&threadID=255339&messageID=2533167&tag=forums06;forum-threads
I wish you the best of luck..
Carol
Whenever I open a Windows Explorer like My computer,My Documents etc I get the following message from my anti-viurs (Kaspersky Internet security 7):
Privacy Control
Phishing attack:
This website is used for stealing credit card numbers,PIN-codes,passwords and other personal data.
Web-page address: http://megauplinkbindinstaller.com/cfg1.php
Should access be ALLOWED or DENIED?
It takes more than 10 sec just to open my computer.The above message appears after i click on any folder.Apart from this, i get a dialogue box with a red cross symbol (similar to what you get when there is an error in some process in windows),and there is an option of Yes or No but nothing else is written.
The worst part is that the windows explorer soon stops responding.It gets difficult for me to access files in my folders as it stops responding all the time.
I tried searching for viruses by running full system scan with my anti-virus.I also tried Windows Defender,Ad Aware and Malwarebytes but it doesnt show any infection with malware also.
Also there are no restore points where i could restore my system to.
Please help! 
Chowhound
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GameSpot
Giant Bomb
TechRepublic