I did a Google search for your problem and in all of the results there was no
consensus regarding the origin of the message but they all stated that it's NOT
from Microsoft and they DO NOT recommend clicking on "Click here to update".
First, I'd recommend scanning for existing malware. Malwarebyte's Anti-malware
is excellent and the free version can be downloaded from here:
http://www.malwarebytes.org/mbam.php
Whether you find any malware present or not, follow the second step also.
Secondly, I recommend loading IE's Restricted Sites zone with known website
troublemakers. IE-SPYAD distributes an up-to-date list which can easily be
loaded into IE. Here's an excerpt from IE-SPYAD's readme file:
/quote
IE-SPYAD adds a long list of sites and domains associated with known
advertisers, marketers, and crapware pushers to the Restricted
sites zone of Internet Explorer. Once you merge this list of sites and domains
into the Registry, the web sites for these companies
will not be able to use cookies, ActiveX controls, Java applets, or scripting to
compromise your privacy or your PC while you surf
the Net. Nor will they be able to use your browser to push unwanted pop-ups,
cookies, or auto-installing programs on your PC.
/end quote
If you must stay with IE, this is a very active approach for keeping these bad
boys at bay when you browse the web. Here's a link where you can download the
latest list (over 64,000 entries) and a utility (ZonedOut) to quickly load them
into the registry:
IE-SPYAD for ZonedOut
http://www.spywarewarrior.com/uiuc/resource.htm
Good luck!