Clean the system of Spyware/Malware... & then tighten up the Security
level of the PC. These pop-up warnings are Social Engineering, they are
themselves the threat, who then offer to remove them (For a fee).
Cleanup is well documented all over the web. First tools for your
arsenal are AdAware, Spybot for detection/removal. Then you need a
"Real-Time" monitoring/blocking application like MS Antispyware.
There are numerous free scanning tools on the web for both Virus &
Malware - however many detect but won't remove without a program
purchase. I would recommend you use TrendMicro's on-line tool as
it does a good job of identifying and removing threats from your PC.
Use House Call to start your cleanup:
http://housecall.trendmicro.com/
*Requires several ActiveX installs and full system scan can take 30+
minutes.