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Just one caveat Robert to #7 - even clicking on the so called 'upper right hand corner red x' is a risk... there is no guarantee what clicking there will do.
Alt-F4 should close the pop-up window, and if it does not, then Ctrl-Alt-Del and use the Task Manager to kill the whole IE/FF browser etc(including any other running copies).
I confess to installing 'Internet Security 2010' in a moment of weakness a couple of years ago, thinking I was removing a trojan, only to install one. Took days to resolve and clean fully because that machine had no effective AV. It does now.
footnote: can't have been a couple of years ago - must have been beginning of this year!!
Thanks for the feedback John
04 Feb 2009
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