I think I know what happened... I recently switched from Joomla to WordPress -- those are CMS programs that run websites. I decided to give WordPress a try because of how easy it is to design a template. Unfortunately, WordPress looks pretty but offers very little flexibility when compared to Joomla.
I just spent the past 2 1/2 days installing the newest version of Joomla and created a new skin. We're back on a solid platform.
I'm certain that the pop up you received was due to a recent hack targeted at WordPress sites.
I just confirmed that's what was happening:
http://blog.sucuri.net/2012/07/fake-jquery-website-serving-redirection-malware.html