Time to ask McAfee what to try next.
I know it's hard to distinguish the popups from the fake ones but in the future I strongly suggest you bolster your security with Web Of Trust and Adblock+.
It's also worth noting that some folk slack off defending their PC for reasons like "I have Norton" or McAfee. Today's exploits test for holes in those protections and it's up to us to fill in the gap.
Bob

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