We've been seeing an increase of online technical support scams, where a web page will be displayed after a web link has been clicked. A large number of these messages are inside a web browser, so what you're seeing is most likely not due to an infection on your Windows system. Whatever you do, please do not call the phone number, as that is where the real scam begins. (e.g. ask for your passwords, credit card, etc.)
Though the screen messages might differ, the scam techniques are quite similar.
Do you remember what you did prior to seeing the message? If you were surfing on the web, you can ignore the message and close the browser. If the message popped up not from surfing the web, then we'll need to check further.
Please let me know if you have more concerns or questions by replying here. Thank you.