These are usually anti-spyware or security software applications that use various forms of deception and/or unethical means or show a history of negligent false positives to goad the end user to make a purchase.
In some cases these applications maybe downloaded with some form of unwanted software at which point the rogue application is offered to the customer as a way to remove the unwanted software.
This is a Rogue Anti-spyware application that is installed through the ITS Protocol Exploit in IE that was discovered early 2005. There are also confirmed reports of this program installing itself using the CHM Exploit. Users should avoid "Main.chm".
Customers should watch for an alert in their system tray for an apparent spyware infection. This alert message comes from the infection itself.