I am the person that will be helping you today. That is most definitely a scam. You can just ignore that message. Windows will never come up with such a message. You can simply, turn the computer off and on to remove the 'message'. More often than not, when such a message is displayed, it is a spammer trying to confuse and or rip you off.
I look forward to your next message below or your rating on the top of this page (choosing of number of Stars and clicking the Submit button)
Please, do not forget to rate my help on this page.
Thank you again, - Jason