Its a scam to make you pay money to someone. It doesn't damage anything, but it will keep popping up and making you miserable, and infect other computers with itself.
It took Hubby five hours to find out that much. :(
A lot of people think its from Microsoft, because it will mimic the information, but its not. Hubby's asleep right now, but I can post links tomorrow for anyone who's being harassed by this thing.