This is not Microsoft's fault... Or at least not their doing. You've been hit by a well known and long running scam program. It started life as AntivirusXP something like 4-5 years ago, and it has been updated and had a few slight name changes to try and avoid detection. It's NOT a program put out by Microsoft, though to the credit of the people who came up with it, it is pretty slick looking and you're far from the only person it has fooled.

This is the danger of using IE. All it takes is one wrong click and the floodgates burst open to this kind of crap.

You can email Microsoft about this all you want, it won't do any good, because this isn't a Microsoft program. So, your best bet would be to download something like Malwarebytes Antimalware to try and get rid of this program. Then go back to using Firefox, and if you run into a site that won't work with anything but IE, find another site. If Malwarebytes doesn't get rid of it, then hit the security forum here, and odds are someone has the removal instructions memorized.