It looks like a sales job to me. There is a possibility that info has been stolen but usually these methods are used to scare people sufficiently to buy their product.
Screw it. You have AVG, Spybot, and probably other stuff. I doubt that other crap could do any better... As terii said, it's all probably just stuff to scare you into purchasing new crap.
Download SmitfraudFix (by S!Ri)
Extract the content (a folder named SmitfraudFix) to your Desktop.
Open the SmitfraudFix folder and double-click smitfraudfix.cmd
Select option #1 - Search by typing 1 and press "Enter"; a text file will appear, which lists infected files (if present).
Please copy/paste the content of that report into your next reply.