The following image is almost exactly what appeared, though it was modified to read, "Illinois Cyber Crime":
[ img ]
This is a scam, and it can do some serious damage through downloading other virus and malware.
ICE Cyber Crimes Center Virus Scam
I'm not going to worry about removal, though. I'm simply going to wipe the hard drive and install Linux. The virus is written for Windows and will not install on Linux (no registry). My father uses the computer only for light Internet browsing, and has run Linux before. With me here, he'll hardly know the difference.
You gotta watch for this one. I half suspect my nephew downloaded something (or several somethings!) that had this riding along with it. It's a rather insidious little piece of malware, and I can't even log in in Safe mode.