Anymore a true malware popup window will use features of the Window to infection your computer. Just clicking where it might say "Close this window"; or even if offered, the traditional red "
X" at top right is likely wired to install an infector.
1. Try "ALT+F4" first. This is the IE Keyboard sequence to close the "topmost window", which should be your popup.
2. Or, right click the Task Bar (if an entry for the popup is shown there) and choose "Close". (It is sometimes, no usually, but sometimes possible to simply close the open Tab in your Browser.)
3. Or, the safest in all cases: Bring up Task Manager. You can do this with a right click on the Task Bar. Under the tab "
Applications" you should see the Popup entry. Left-click once to highlight the entry, then Left-click once at bottom right to "End Task". If after fifteen seconds the entry does not disappear, repeat. (There is no harm in stacking up multiple "End Task" requests.)
See, for a discussion:
http://netsecurity.about.com/od/popupsa ... p.htm?nl=1