Most impressed with CIS

I had some Mal ware LKMS.EXE. A pop up window came up saying should i allow this and i did because i thought it had something to do with Windows. After i allowed to go through CIS still blocked it saying it was Mal ware so i deleted it. Though the question remains where did it come from. The only thing i can think of it came from some VPN service providers software that i was trialing out.

What type of malware did CIS say it was? Can you post the name of it?

Could be a FP.