Hi Frank
This does sound like a scam.
These pop-ups are designed to scare people into taking action and giving away personal information by creating a sense of urgency to act. Don't click on the pop-up or any links it has.
Clear the browser cache as this will remove any stored data that might be causing the pop-up to reappear. How to do this will depend on what browser you are using.
Finally run a trusted antivirus or anti-malware software top scan your computer for any potential infections. Make sure the software is up to date and perform, a full system scan.
Brian
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