I don't think that the phone is infected per se - it's more likely to be a rogue app or programme that needs removing.
It sounds like something on your phone is trying to get you to do a scan and then from there, it'll poss prompt you to install other programmes, in order to clear the "infection" .... although your problems will prob get worse from here ......
Try looking through your list of apps and see if there's something on there that looks suspicious - if you find anything, uninstall it.
Also, try downloading an app called AVG - that's what I use on my Xperia. Make sure you select the free version, not the pro version :)