Windows Protection Error.

For about the last 2 weeks almost everytime I try to Shut Down my computer I
have been receiving the Windows Protection Error on the Blue Screen. I
restart like it tells me to. When it comes back on ScanDisk is running.
Then when my Desktop appears the Background is white and it says, "Active
Desktop Recovery". I click on the button that says Reset Active Desktop (It
says soemthing like that). Not sure what to do. I have read over some of
the other questions regarding this but none sound like mine.
Recent changes I have done are Adding Spy-Bot and Play Tiger.com (Free Poker
site.)
My AVG Anti-virus recently detected PSW.Bancban.2.1 but it was healedd.
Any help greatly appreciated.