System Security was not downloaded due to a fault in your Firewall program or, probably, any of your Security programs.
This is a Rogue Scanner program that is usually download by you when you click on links at websites or download a program. Law requires the EULA (End User License Agreement) tell you when this kind of garbage is added to other programs. In most cases it is written so you wouldn't understand they are going to download it, but it keeps them within the law.
To remove this program you can download MalwareBytes and run it. If the program comes back after you have this program remove it then you will need to do some additional steps to get it out of hidden areas of your computer that Security programs are not able to scan.
This site has a procedure that should, and did for me, this program and any others you may have on your computer. Please read both pages first, download all the needed programs, then follow all the instructions. If you already downloaded Malwarebytes you do not need to download it again when this site instructs.