It's a common scam and no harm done unless you allow them remote access. Click the OK button at the bottom of the popup. You should then see a box Do not allow this site to create new messages. Check it and then close the window.
If that does not resolve it, use the Task Manager to exit the browser. Reboot and see if the pop-up goes away.
How to Use the New Task Manager.
http://www.wikihow.com/Open-Windows-Task-Manager
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/
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.
For more information, see this post by GreginMich