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First Mr. Rodriguez let me ease your mind a bit. Before I continue, let me tell you why I am qualified to tell you what I am going to. I am an Android Developer, who has been working with the Android OS since its inception. I work on the most used custom version of Android in the world CyanogenMOD (cyanogenmod.com), what that means, is that I re-write Android from its source code. That means I have a complete and thorough knowledge of the Android OS down to every line of code that runs on it.
With that being said, lets clear a few things up.
If you saw a "notification", then what you got was actually an "ad". Its disgusting, but these ads are embedded in apps now, and there sole intent is to do exactly what happened to you.. to scare you into thinking something happened and make you purchase antivirus apps, and even sign up for monthly fees to "make sure" your phone is safe. This is a horrible practice and is being investigated by Google to ensure they can find a way to stop it without blocking "real" ads.
As long as you only install apps from the Play Store or the Amazon Appstore, your phone will not install anything malicious. If you are installing "low rated" and newer "free" apps.. you always run the risk of installing one that uses those "push ads" (push ads are the type that show up in your notification bar, even when you're not using the app). However, should you ever start seeing those ads again you can install a free app called Ad Detector (see it here) which will tell you which apps are using what type of advertising, so you can uninstall the ones causing it.
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