have you googled it? a lot of those things pop up and are not really dangerous. just annoying. if your virus program is catching it and quarantining it each time it pops up, you are probably ok. i agree that it can be a PIA to have them continually show.
google and see if there is a solution, but be careful if you find one. be sure that the solution won't be worse than the problem. at least you should be able to get a good description of the bug.
here's what wikipedia says and it looks like there's lots more info with a search
http://en.wikipedia.org/wiki/Vundo