While that's the exact wording of a genuine message from Microsoft, the message itself is almost certainly fake. A quick Google search shows (as well of loads of posts relating to genuine problems with fake software) that there's some malware finding its way onto lots of PCs, producing exactly the same message as you're seeing.
If you've got an anti-malware application on your PC (such as Ad-Aware, Spybot Search & Destroy, or the relevant component of a commercial security suite - such as Norton 2010) run a full scan now. If not, download and run the free version of Malwarebytes' Anti-Malware:
http://www.malwarebytes.org/mbam.php
Chris