Here are several things you need to be aware of:
1) As "real" as the popup window seems, your computer is most likely not infected (especially if you have current anti-virus software).
2) You can prevent the installer from automatically launching by changing your Safari preferences to NOT open "safe" files after downloading.
3) Remember that programs will NOT install unless you enter in your computer's password. (However, if you HAD allowed the installation, the program will not quit until you either pay for the software, or go through several steps to remove it).
Here's a link to a similar article at: http://techplz.com/2011/05/04/fake-rogue-anti-malware-programs-also-hit-mac-best-mac-antivirus-and-mac-defender/
Remember to keep your anti-virus software up to date, back up your files regularly, and practice safe computing by only visiting "trusted" websites!