Malware is short for "Malicious Software". It is a term generally used for software installed on your computer that is designed to infiltrate or damage a computer system without the owner's informed consent. Computer viruses, worms, trojan horses, most rootkits, spyware, dishonest adware are different types of malware. Sometimes a problem with Firefox may be a result of malware installed on your computer, that you may not be aware of.
Installation of malicious software usually takes advantage of known security vulnerabilities in other software, which may have been patched in later versions. Make sure you are using the latest version of each piece of software you use, including Windows updates.
Run Anti-virus and spyware scanner tools on your system.
Many malicious web sites try to install malware on your system by making images look like pop-up windows, or displaying an animation of the web site scanning your computer. There are two ways to detect this:

Mozilla Firefox is free. If you had to pay for Firefox, or provide any credit card information, the web site you used to downloaded Firefox used the Firefox name to con you. To prevent this, always download Firefox from the Mozilla web site.
There are some web sites that legitimately offer Firefox; but many are not trustworthy. If you downloaded Firefox from anywhere other than the Mozilla web site, it is possible that the installer for Firefox you downloaded was different from the official version; and may contain malware. To prevent this, always download Firefox from the Mozilla web site or a web site you already trust.
Firefox does not come bundled with other software. If you were asked or forced to install something in addition to Firefox, when you tried to install Firefox, it may be malware. To prevent this, always download Firefox from the Mozilla web site.
Firefox will not prevent you from blocking any web site. If you are being disallowed from blocking certain web sites, malware may be preventing you from blocking that certain web site, in order to feed you content from that web site.
A virus is known to cause this message. For more information, see Use Internet Explorer messages upon Firefox startup.
The Stopbadware.org web site has good information on removing malware. See StopBadware.org - How can I get rid of badware?
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