Security Messase Popup!

From: Mike (workaholic_2k@yahoo.com)
Date: 03/12/03 

From: "Mike" <workaholic_2k@yahoo.com>
Date: Wed, 12 Mar 2003 13:44:17 -0800

Anyones help would be much appreciated. Today I signed
onto my internet provider like normal. As I starting to
check my internet providers email account I saw the
following message pop up onto my screen(please note that
every "...." indicates a new line as I saw it):"Message
Service...Message from Security Alert to "ip address" on
3/12/02 at 1:00pm...Urgent System Warning...Windows
detected unprotected data which includes your personal
information,etc...Anyone will be able to view this
information while you are connected to the internet...To
protect your sensitive information it is important to
visit the web address below: www.myinternetprivacy.com...
[Windows security alert #34-AXD-1029]...[Your computer is
not safe without Net Defense].
So my question is this pop up a legitimate pop up or is it
an attempt for me to go to that website so they can steal
information from me? I've had this computer for 1 1/2
years now and never seen this before. The pop up only
allows me to hit the "ok" button or to close the window.
Any suggestions? Thank you for your time.