Its just a browser popup, do the following:
Press and hold down the following 3 buttons one at a time until you get a new screen, you only need to do it once.
CTRL - ALT - DEL buttons ...... so in other words press and hold CTRL, the press and hold ALT, then press DEL and you will get a new screen. Release the button and click "task manager"
A window then opens, go to tab that says details and click that tab. You will see a large list of items on the left, close any browser windows by "right clicking" and "end process". So look for iexplore.exe and right click and end process (confirm it by ending it). If you have more then one iexplore.exe keep getting rid of them as they will disappear in your list. Do the same for chrome.exe and firefox.exe until you see the window in the background that was giving you the security warning disappear.