need help!!! plz reply

hi guys...yesterday i downloaded an active x to install a program...rite after i installed the active x...it gave me a popup box saying my privacy is theft...and suddenly my desktop background changed to a new background that says "Your privacy is under attack...download this software now..its a red desktop background...and when i tried to use the restore point...its not working..i even tried my computer to restore in a month ago time...but still its not working...does anyone have any idea what i should do now...any help will be appreciated....thanz