Should these sorts of screens or pop-ups occur again, try alt+f4 to close them. (May not work)
Try looking in taskmanager to see what's running. This will need a little familiarity with what normally runs in taskmanager, and you may find it's been disabled.
It does sound a bit like you may have dodged it, though, if it hasn't recurred. Fingers X'd.
I would definitely run a scan with MBAM. The fact that there were no Avast warnings suggests it is a new or new-ish variant that is not in the Avast database, yet. (There are literally thousands of these things circulating.)
And you definitely should perform that secunia check (or something similar) because out of date and vulnerable software is probably the number one way (closely ties with user click-happiness) to get these things.
Also consider a two way firewall control of some sort. This will alert you if something unknown attempts to connect outbound. (Such as a trojan attempting to download its dirty cargo.)