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I haven't seen that specific one yet, but it reminds me of the popups I used to get like that which were enticements to buy anti-malware software I didn't want or need. The advice I got was not to click OK or even the red X on the popup, but to select ctrl-alt-del to open task manager, and terminate the process of the popup in task manager, that avoids a script running when you click on the popup, if it is malware.
Originally posted by grey580
looks like the ad network has some malware on it.