http://www.google.com/search?q="computer+closed+internet+page+to+protect+computer" doesn't find any other case of this happening.

Maybe you can give a better description? What exactly is in the popup window title and what exactly is in the window itself? Please give the exact strings (without typo's) that google can find.

Also, just in case it's not the broadband or the browser that gives the message but your security software (do you have any?) tell about that also.

Kees