This sounds more like a popup that freezes your screen and asks you to call for support. Is that what it was?
It's a common scam that you could have ended with the Task Manager. Now you must consider everything on your computer has been compromised. Passwords, PIN numbers, financial account information. A clean install of Windows is the best option, but at the very least, the following.
From Quietman, see: I have been hacked...What should I do?
And this from the FTC:
Tech Support Scams
https://www.consumer.ftc.gov/articles/0346-tech-support-scams
Next, follow the instructions here even if the pop up is gone.
http://malwaretips.com/blogs/remove-tech-support-scam-popups/
Also run this tool.
SuperAntiSpyware (Free version)
http://www.superantispyware.com/
Please read:
PSA: Tech Support Scams Pop-Ups on the Rise
https://blog.malwarebytes.org/fraud-scam/2014/11/psa-tech-support-scams-pop-ups-on-the-rise/
Breaking down a notably sophisticated tech support scam M.O.