Jean, I would say that anything which popped up unwanted on my computer screen is something to never click on and beware of. You did the right thing in cutting off the woman who would have, once she got into your computer, gotten anything such as bank passwords stored there, credit card info, etc., she wanted off it. I'd take it to the shop where they can remove this...I've forgotten if it's called malware, Trojan Horse, or what it is. But I know people who click on it suddenly find their computer disabled down the road.
I assume you have a good antivirus program installed, there are free ones, like AVG I think it is, Jane knows all the good ones, and that you keep it up to date.
Don't, as a rule of thumb, click on anything which pops up on your computer screen warning you of anything. You can pick them up on websites and it's a means to get inside any information you may store (not a good idea) for banking or anything else on your computer.