Hi..this really sounds like you have a virus or some other malicious software on your computer, when you have things like that pop up. Do not respond to the pop ups but do the following if you are able to
Run your antivirus program.
I have also at times run an free on-line antivirus as well. There is a good one here -
http://www.eset.com/online-scanner. You will have to follow the prompts and it will install some things it needs onto your computer but there shouldn't be any problems.
I also have a program called Malwarebytes that I regularly use. It is free and can be found here -
http://www.malwarebytes.org/mbam.php
I also have a good program called Trojanhunter. You can get a free trial here -
http://www.trojanhunter.com/
If you are not comfortable doing these things, I can direct you to a couple of forums where there is some excellent folks who can help you get rid of this problem. I have used them on many occasions and have learnt a lot from them.