I find that if you run a reputable anti-malware product eg malwarebytes then you don't have to worry about this as it will find rogue processes. I have found that some products give false positives. Then I look up the exe file on the web to see what it may be. These sites often give the warning in your post but the exe file is usually related to a program that I have installed and I am therefore fairly sure that I received a false positive.
I also find that if you do not visit dubious sites and do not click on things that you should not (and I include in that some sites which promise to scan your computer for viruses or registry problems) then you stay free of malware.