If you have Win7 or Vista immediately turn off the power by holding down the power button for several seconds. DO NOT shutdown the normal way. Do not touch the warning box or attempt to close it. Just power off the computer and do not go back to that website when your computer restarts!
“Just power off the computer and do not go back to that website when your computer restarts!”
Usually, if it’s the “fake anti-virus” pop-ups that I think you are talking about, you can safely close the pop-up using a simple trick. Go to your Internet Options and change the security settings to disable Active Scripting. Then, you should be able to close the pop-up without clicking the “Ok” or “Cancel” buttons, and without it being able to install the software or endlessly displaying the pop-up.