How I removed "Spyware Protect 2009" from my Windows XP?

I panicked, when a small popup appeared at the right bottom of my computer screen, that read, "Your computer was infected with virus". I clicked on the message and it opened "Spyware Protect 2009". I am doomed.
I googled for fixes,but to my frustration, all the fixes suggested to download some software, that can remove this spyware. What if they were another spyware, so, I am not ready for that.
So, I decided to do it on my own. Below are the steps that worked for me.

Steps to remove Spyware

1. go to taskmanager >> processes
2. kill any one process starting at the top and check the system tray at the right bottom, to see if the spyware is gone
3. repeat the step 2 until the spyware icon is gone from the system tray
4. When its gone, note the name of the process you deleted just before that (in my case it was sysguard.exe)
5. open windows explorer and search for "sysguard.exe"
6. Delete the files found in the search (in my case there were two files sysguard.exe & SYSGUARD.exe-SOME_NUMBER.pf)
7. Restart the computer

I hope this will save some frustration for you. Above steps should work fine for any spyware.
Have any experience with Spyware, please post a comment.