Thanks for that Matty - we're running XPSP3 and IE7 BTW. No she didn't click on anything in the pop up box as I'd already warned her about other types of fake AV messages which are made to look like they've emanated from within Windows but activate some sort of dodgy download even if you click on what looks like a geneuine 'cancel' or 'close' button.
I'll PM you the link in a few mins.