Terri, I'm assuming GM's right. The only thing with that name in Windows is Windows Security Center. I'm also assuming you've seen that and that's not what you're talking about. But, to be sure we're on the same page, Security Center is a Control Panel program that is shown as Security in the new Control Panel or as Security Center if you use the Classic View of the Control Panel. Again, in case you're not familiar, all Security Center does is warn you if all of your security devices are not on and using optimal settings. In other words, are your firewall, your anti-virus amd your anti-malware (at least Windows Defender. Security Center doesn't always detect every AV and anti-spyware) all turned on; and are you using other optimal settings? That's such as using Protected Mode in IE and using your User Account Control in Vista. If any of these things get disabled, the Security Center is supposed to warn you (and usually does). As GM rightly says, it does do any scanning or malware monitoring.
http://en.wikipedia.org/wiki/Windows_Security_Center
On the other hand, if you were surfing and had a page or dialog box saying something line "Windows Security alert" and "you computer is infected with dangerous programs" this, as I'm sure you've guessed, is a dangerous malware "spoof" (what a polite word for such a nasty attempt to hack you) and they're trying to get something malicious on your computer. They're might be a 3rd party scanner with that name, but I can't find one by searching. Unless you're talking about Windows Live OneCare or the Malicious Software Removal Tool, it's almost certainly malware. MS just doesn't use that term that way.
I'd say you either didn't get it cleaned off last time, or you've got infected by a new one. Unless it's a Windows Defender alert, but I doubt that and it would say Windows Defender.
I'd run a couple of scanners. Avira maybe got everything. The popup might just have been trying to trick you into redownloading or downloading another one of these spoofing malwares. Avira may or may not have gotten it. Myself, I just use Avira and Defender and, if I suspect a problem, I'll use an online scanner, like Kaspersky, or Windows Live, or BitDefender (although that leaves a little persistent junk on your system). You might want to get a 2nd scanner, you can scan with as many as you want. The only problems can come from more than one doing active monitoring. That's one of the things I like about Defender. It really isn't much protection, but it doesn't fight with Avira, and it's good about preventing programs from dropping "run at startup" keys in my registry. So, if you already have it, I'd turn it on and also scan with it.