Yes, that's Pirrit.
You can find Terminal in /Applications/Utilities folder.
I suspect Sophos won't clear those up for you because they require admin privileges. You can do it manually in the Finder.
1. Click on the Finder, then hold down Command-Shift-G
2. Write /Library in the Finder dialog and hit go.
3. Locate the folders called Jacky and troglodytismUpd
4. Drag them to the Trash, supplying an admin password. If you get a 'Can't move to the Trash because xxx is in use' message, then you'll need to search and kill those three processes in Activity monitor first (that's in /Application/Utilties too).
For the last, one, you'll need Terminal. Paste this into the Terminal window and hit 'return':
rm -rf /private/var/tmp/DemoUpdater
If you get a permission denied message, try
sudo rm -rf /private/var/tmp/DemoUpdater
and type an admin password.
If all that sounds like a bit of a nightmare, you can use DetectX to do this for you.
Reboot your mac after doing all this.
*Disclaimer: DetectX is a free utility written by myself. This post contains links to my website from which I may derive some form of compensation.