my computer seem to be infected with few malicious aps (pop-ups, false "windows security" scan aps)
i tried installing AE, clicking Web Update doesn't do anything: it's look like :

WEB UPDATE

status: ok

last update: --

Definition FIle:
0140:0000

I did download def file manually, it didn't help
and of cause scan doesn't return single result.

help please.

First try this: instead of Web Update, try update by right-clicking the tray icon
or start menu/programs/Lavasoft/Ad-Aware/Ad-Aware Updates.

If this does not work, maybe malware is preventing Ad-Aware from working. Read the instructions in my signature about posting a log in the HijackThis forum. Copy/paste or link to this thread to describe the problem, and somebody there can help you with malware removal.