The Captchar malware is installed on already-compromised PCs through another malware, probably a bot. It then offers the user to engage in a stripping game, the partner being a virtual girl named Melissa.

To win (ie, to get Melissa fully naked), the user has to enter graphical text and number sequences the game displays. Those are in fact captchas coming from legitimate websites trying to protect against automated enrollments. Those captchas are designed to be hard to break by a computer, but easy to a human. 

By making users "work" for them, spammers get around the hassle to decrypt captchas automatically. Thanks to Melissa, they build a library of already-broken captchas that can then be used to create new spamming accounts on webmails or to post comment spam at blogs. 

Captchas breaking is not new, and online services, program APIs and even paid human labor have already been used to break them in mass. It only was a matter of time for porn, the web's greatest driver, to be used to break captchas, too.