Trusteer Rapport is security software that many financial institutions insist that you must have on your computer if you wish to use their internet banking facilities. Perhaps it was installed when you signed up to such a service?
See if there's an entry under Start > All Programs > Trusteer Endpoint Protection. If there is then you've got Trusteer Rapport on your computer. If you've also got Chrome (even if you don't use it) it won't do any harm to accept the offer to install the extension (and it will get rid of that annoying pop-up). However if you'd prefer not click on an unknown pop-up, follow the instructions here instead:
http://www.trusteer.com/support/enabling-chrome-extension
If you've NOT got both Trusteer Rapport and Chrome it's possible that it's a false pop-up, generated by malware. Download, install and run the free version of Malwarebytes Anti-Malware to get rid of it (ensuring that, during installation, you deselect the pre-ticked option to take a free trial of the Premium version):
https://www.malwarebytes.org/antimalware/