Malware, short for malicious software, is any software used to disrupt computer operation, gather sensitive information, or gain access to private computer systems. It can appear in the form of executable code, scripts, active content, and other software. 'Malware' is a general term used to refer to a variety of forms of hostile or intrusive software. The term badware is sometimes used, and applied to both true (malicious) malware and unintentionally harmful software.
Malware includes computer viruses, worms, trojan horses, ransomware, spyware, adware, scareware, and other malicious programs. As of 2011 the majority of active malware threats were worms or trojans rather than viruses. In law, malware is sometimes known as a computer contaminant, as in the legal codes of several U.S. states. Malware is often disguised as, or embedded in, non-malicious files.
See:http://en.wikipedia.org/wiki/Malware
To get rid of it, you can use AVG, MSE, AVIRA AntiVir and other reliable antivirus programs to have a scan of your system and then delete the threat.
Or you can try certain professional malware removal tool to remove malware.