Windows "Uninstall" problem - a virus?

This may be beyond what we can do, but here is the problem:
When I turned on my computer this morning a message came up saying that something on the computer was trying to do something unusual. So I of course closed the message. Later, I was trying to find a site I had been to on the Internet and went to History in Explorer. Every folder and file in Windows is listed as "$NtUninstallkb" with a number following....ending in another $. I have run virus scan and it doesn't find any. I am afraid to shut the computer down and terrified that Windows is going to uninstall! Does anyone out there know what's going on?