This is just another variant of pop-up ad - a nasty one, cos it looks very like a standard Microsoft dialog window, meaning you may feel inclined to click buttons etc. Practically the whole dialog window is a link to a website selling stuff that you almost definitely don't want, which will probably dump loads of unwanted cookies on you.

You can get ad(and pop-up)-blocking software, but if you don't have any, try closing these "dialog" windows down from toolbars, from menus, or by right clicking on them. If the windows appear to be glued to the page you're looking at, effectively as one with it, just quit that page and don't come back.