I believe there is a fake “Microsoft Security Essentials” (MSE) window that some sort of malware opens after you go to an infected site, not necessarily the particular site you have open.
I had MSE on my Win7 laptop but when I migrated to a Win8 tower it came with Windows Defender (WD), not MSE, yet I would still get messages supposedly from MSE, which was not on my system. I just close the fake MSE window and check WD and perhaps do a quick scan and nothing has actually turned up as a virus infection...yet.
This was not a fake popup. It was an indication on the taskbar that a threat had been found, that action is being taken, then finally that everything was ok. Brought up MSE, and looked in the history box, and it indicated the item it found.
Connected to us here?