How do you remove Trojan horse downloader.Small.12.BJ located in Windows Media Player?

I just got a pop up Nov 26th from my Virus detecting software on this little bugger. I use AVG, the free version, and load it on all my friends pc's. So far it has been a fantastic product and has worked 100%, JUST BE SURE TO RUN THE UPDATES WEEKLY. To download the antivirus software requires an e-mail and name signup. They email you the link and a free serial number. The updates are free too. Here is the link.

Here's to happy bug-free surfing!!!!