I recently got one of the popups that look like real warnings. I was warned I had some trojan and should run their program to clean it up. It did look similar to a warning from my computer.
I absentmindedly clicked “no”. Guess what it appeared that a program began to run. I immediately reset my computer. I found no malware. However, I am sure that the install had started.
Remember, just close any window that pops up. The people sending these out don’t care what you click on as long as they get permission to start. “No” and “yes” are the same.