This is a common scam. It is not preventable at this time and can happen with any browser and any security program. You are no at risk as long as yo don't call them.
Click the OK button at the bottom of the popup. You should then
see a box Do not allow this site to create new pages. Check it and
then close the window.
If that doesn't work, for Edge, follow the instructions by
Scott\_Ki here:
For all other browsers:
Use the Task Manager to exit the browser. Reboot and see if the
pop-up goes away.
How to Use the New Task Manager in Windows 8 or 10
http://www.howtogeek.com/108742/how-to-use-the-new-task-manager-in-windows-8/
How to Use the Task Manager in Windows 7
http://windows.microsoft.com/en-us/windows/end-process#1TC=windows-7
If the problem persists, for any browser:
Remove Tech Support Scam pop-up (Call For Support Scam)
[http://malwaretips.com/blogs/remove-tech-support-scam-popups/](http://malwaretips.com/blogs/remove-tech-support-scam-popups/)
And see:
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/
For more information, see this post by GreginMich