Sometimes you'll be surfing the web and a window
pops up that looks like a legitimate warning
from Windows. Before you click, read carefully
and you'll find that it's just a pop up ad trying
to entice you to a product site by clicking
"Yes". I've even seen some with a
shield that resembles the new SP2 Security Center
logo.
Just click the X at the top
of the window to close it and go on your way.