If you still use ICQ for some reason, there’s fake antivirus malware being distributed through it. The story is making its way through various news sources.
You basically have two options, beyond not clicking on anything that claims to be an antivirus warning while ICQ is running. Stop using ICQ, or do the malware domains hosts file hack.

David Farquhar is a computer security professional, entrepreneur, and author. He has written professionally about computers since 1991, so he was writing about retro computers when they were still new. He has been working in IT professionally since 1994 and has specialized in vulnerability management since 2013. He holds Security+ and CISSP certifications. Today he blogs five times a week, mostly about retro computers and retro gaming covering the time period from 1975 to 2000.
