When you have a popup of this type, do not click on the red X. Clicking on the X in malware sometimes runs a script that either installs malware or collects personal infomation. Highlight the topic bar in the window and click alt-f4. The key combination alt-f4 will close the popup safely.
http://cnettv.cnet.com/quick-tips-cl...-50002101.html
Link is a video teaching about malware and popups from CNET.