About antivirus.

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I purchase kaspersky antivirus and I download it on my computer. but after a week I notice a warning and I cannot update anymore my antivirus program. this is the exact word that I've read "legal software that can be used by criminals for damaging your computer or personal data has been detected on your computer. You are advise to neutralize it as soon as possible". Did you encounter this? Should I download malwarebytes so that my computer will not be at risk?