There known as "Rogue Antivirus"
They are fake antivirus programs that are java based. Once that pop up hits the computer your infected. In the past 3 days I've got 3 pc's in my hands that were hit with it and one of them is a brand new HP laptop that got infected the day it was brought home.
I'f you do happen to get infected the best way I have been able to get rid of it is to reboot the pc into Safe Mode w/ Networking. Download and install "Spybot - Search and Destroy" it's free

And now most users have McAfee preinstalles, I typically remove that and install "Avast Antivirus Free edition".
Once in safe mode run spybot first:
Example of laptop infections spybot is removing as I'm typing this:
1 - Microsoft.WindowsSecurityCenter.AntivirusOveride
2 - Fraud.SecurityTool
3 - Fraud.Sysguard
4 - WinSpywareProtect
That's what Spypot found so far and it's almost 75% done in scanning.
After that I will run Avast and let it do it's thing.....
Microsoft has released a FREE antivirus program for WindowsXP/Vista/7 users but I do not know how well that works since I do not use it. They also have Windows Defender free for download which is supposed to stop the "Rogue Antivirus" programs from infected the pc. Hope this helps ya...