[Pernicious]

Does this come up for every website you visit? or just a few sites?
There is a chance you got spyware, adware, malware, or have had your browser hijacked. However, before you go down that path, you should make sure of a few things.
One that when you received these messages, you were connected to the internet, and that internet explorer wasn't set to work offline.
Two, that you were typing the correct URL and that there were no typos.
Three, run your virus program and see if anything turns up.

Also, try turning off any browser addons you might have installed, toolbars, etc, and empty your browser cache via the tools/internet options menu.

If you suspect it to be spyware, try downloading one of the free scanning tools online. If one doesn't work, try another. Ones I can suggest are, Windows defender, Search and Destroy, and Adaware.

You should install these programs anyways as they can also help prevent malware from entering your system in the first place.