I'm afraid I can't help you with that specific pop-up, but it might help to know that if you use the Firefox add-on NoScript, you won't get those pop-ups, or any pop-ups, but you do have to toggle NoScript frequently to allow pages to open completely. It's just second nature to me, I've had it for so long, and to me it's worth it to avoid stuff like that. I use NoScipt and Adblock Plus together.
My security is AVG, which is free, and seems just fine.
In the beginning there was nothing, and then it exploded.