This is a new scam that uses the windows Messenger Service to exploit the users into purchasing the rogue security application.
“The scam popup indicates that your computer is vulnarable to pop-ups, viruses, hackers, crackers, unwanted advertisement, spam, etc.”
This scam is directed to scare the users into purchasing the unwanted application to solve the problem.
CA and Symantec have a detail description about the rogue security application.
Avoid the sites and the application that it promotes.
Bharath M N