From looking at the linked site, and browsing around, I can tell you this did NOT come from Microsoft. WUpdate.com is owned by someone in Odenton, Maryland. One website said it's a phishing scheme, others just say it's adware.

I don't see any recommendations on how to get rid of it. Since you already have Ad-Aware, I'd suggest both Spybot S&D and Hijack This!, which you can get from download.com.

"You need me. You wouldn't be much of a hero without a villain. And you do love being the hero, don't you. The cheering children, the swooning women, you love it so much, it's made you my most reliable accomplice." -- Lex Luthor to Superman, Question Authority, Justice League Unlimited