Much of these rogue application websites appears in Google search when using keywords such as IEDefender, Privacy Control, Antispy-pro, WinSpyKiller, spy-bot and the likes. These may also arrive to users via spammed e-mails, pop-ups, banner advertisements and sometimes from malwares.
Does it work in Mac OS X? No (as of this writing) although some rogue online scanners seemed to be working and catching malwares in Mac but everything is just for the good show but they are fakes!
These rogue applications currently supports Windows platform (downloads EXE installer), but like fake codecs, we never know one day it's gonna be in OS X as well.
For awareness, here's the list of rogue anti-spyware websites.
Have a Malware free day and Happy New Year!