The screw icon represents the fact you are "screwed". It is malware which has infected your system.
Depending upon the severity of the infection your security solution may be able to handle it with a full and complete scan. However, if you have security software installed and it failed to pick this up, then I doubt it will pick it up after the fact. It is still work a try, so scan your system fully right now.
Now, if you do not have a security program on your system, this malware is not going to let you download anything which will aid in cleaning it off your system. If you had a higher level of computer experience I would instruct you to use a different computer, download HijackThis, perform a scan and then post that scan at a HijackThis forum where an expert in the removal of malware would then provide further instructions on how and what to delete.
What I am going to encourage you to do is take your system to a reputable repair shop and have an expert assist in cleaning your system. I can't begin to tell you how much this might cost, it could be a little it could be a lot. If you take it to a smaller shop you stand a better chance of getting more for your money, because the smaller shops are in competition with the large "big box" shops and so really need the business. Because of this they tend to charge less and provide more.
Once you get your system back be sure to download and install a good anti-virus and anti-spyware security suite. If you are using lots of social networking sites, applications such as Limewire or Bear Share, going to other questionable sites and downloading a lot of different files, you should purchase a good security suite and not use the free ones.
The free security applications are good for normal surfing of the web, email, etc, but not for more risky habits.
Good luck and please have a nice day.