Ever come across something like the picture below?
If you do then DON'T CLICK ANY LINK - IT IS A FAKE WARNING -
IF YOU CLICK IT Your PC WILL BE INFECTED WITH A VIRUS
(usually a keylogger that records everything you type to get passwords, bank details etc).
and the links once clicked are almost impossible to close
They keep restarting and popping up and are a right pain in the rear end to get rid of.
Just click the X and close it or press the back button on the browser to go to a different page and ignore the warnings that it will give you when you try and navigate elsewhere.