Computer infected

I have windows 2000 installed with Norton Antivirus 2003. The definations are up to date. There is a message that pops up from the task manager which says “your computer is infected”. I have scanned with norton a couple of times but no virus is detected. When I click on that message it directs me to a Gold Antivirus websites where snanning options are available. This started after visiting a site on the internet whose name I dont remember anymore. Besides formatting the hard drive is there some software I can use to get over this problem?

Thanks in advance