I don't watch Danooct1, but I probably will now xD
When I want to watch anything that contains antivirus reviews / comparison, I watch Britec09. Very good quality videos and no cussing.
Not to get too off-topic up there...
Anyway,
I think that it's the Trojan Dropper websites you have to watch out for. I remember that, when our old computer was infected with Adware (Not me <:(), it visited this site that had a weird URL of letters and numbers. The background was white, and there was black text in the top left corner. It said something like "You will be forwarded", whatever that meant (Couldn't see it well, it wasn't me on the computer) There was a pop-up from MSE saying that there was a threat detected on the system. I closed the page for the other person and started looking through the C: drive, and sure enough, found a weird folder with a file in it. Moved it to the Recycle bin, but found nothing in Uninstall a Program, so I checked the Registry for weird keys. Found three, and they were set to run at startup and shutdown. Deleted them, and I guess I got rid of the adware too.. Nothing happened during startup and shutdown, and there weren't any popups.
Problem Solved. Bam. u.e
Le Lesson: Don't go with just Microsoft Security Essentials, unless you don't visit every page in site or download anything you see.. Yerp.
~Le Editzz~
Just looked over Annie's post again, u.u
I make .vbs files.. Of course, there's no malicious coding. They only make text boxes pop up. You can change the title, message, and what the buttons say. You can also change the icon of the message to make it look real xD