X mark on my Screen

I have been observing a X mark at the lower right hand side corner of my screen and as I clicked on it I am being led to a spyware installation screen.

Please help me with this problem

Have you tried installing a SpyWare scanner? AdAware is available from LavaSoft. Search & Destroy is another good scanner.

Search over at - Download.com and you'll find reviews and information on all of these products as well as links to download them.

try to remove it from control panel and also try to clean your registry witha registry software

use a good antivirus scan software in order to to check whether it's a malware or any virus file