Safer Networking Ltd request to download a File Remover

I am new to this forum so please forgive if this is in the wrong sub forum.

Yesterday I got into a site that I felt was unsafe so with a little trouble I backed out of it. I started an antivirus/malware program and left it running and went to bed. Of all times, the power went out last night. When I started my comp today I started getting these popups from Safer Networking Ltd. (spybot) to add File Remover, to my: Users,(myuserId), AppData, Roaming, MacroFlashPlayer, #SharedObjects, TOBHUN98, Image, etc etc.
At first knowing it was Spybot (I hope) I said yes, but they keep popping up again and and again and Spybot has never done this before. Now I'm noticing that each place they want to leave/change is different place. The one above was to my amazon, this one is to my IdYahoo, etc etc.
Is this okay? Why is it doing this??? And they won't go away until I say yes! Are these normal and perhaps my settings are just too severe to ask me every time?

Well,the screenshot you posted isn't a request to download file remover,it's a popup from User Account Control.Did anything ask you to download something other than that?
The path to sddelfile should be correct,and it is named file remover.
Though I've never seen or heard of Spybot acting quite like that.

Do you have Spybot 2.1 + av?