This is more common than you'd imagine, and since it's a million dollar+ business, obvioulsy takes some users in.
It's a rogue antivirus application. There are several (or several dozen) new variants of these released every day, often using seriously difficult-to-remove means to install/run, including trojans and rootkits.
That address you've posted is blocked from loading on my computer. (Thank you, hosts file.)
Wouldn't hurt to do a bit of scanning.
Try
MBAM ( a very good demand scanner. ) Install the free version, update it, run a quick scan. Have it remove anything found. If prompted to reboot to complete removal, please do so promptly.
Go to
Secunia.com and look at the area for "software inspectors" You have two choices, an online scan (OSI) that will require installing an activex control (safe), or downloading the PSI and running it.
The PSI is more comprehensive; running the OSI will give you an excellent idea of what is out of date or vulnerable on your computer.
My guess is Java, Adobe, or a Flash player.
A scan with Avast would be a good idea too, especially if it blocked something from loading at the time you had the warnings.