Try the "Download" program on that link (on a throwaway install) and
you'll see it install in a worse situation than with whatever sneaked
onto your box.
SpyLocked is quite a new rogue anti-spyware program and its not so
easy to remove it from your system. Use anti-spyware programs to get
rid of this nasty parasite but if this won't help you try http://www.spywareremove.com/removeSpyLocked.html. Here I found more
information about SpyLocked and it's manual removal tools.