PC Question: Google search leads to pop up w/ malware/virus

[Collectors Set]

Its been along time since I have really used a PC, so I was hoping some folks here on the cutting edge of the latest and greatest could give me some input.

Running this PC with Windows XP. Worth noting is less than a year ago I performed a total secure wipe of the hard drive and clean install of the OS. Only been used a few times since. Have the latest Microsoft security updates and running Norton Antivirus with spyware protection & newest virus definitions.

So I was on Google yesterday performing a legit search for financial related topics and as a result went to some random websites. As I attempted to close my web browser, the IE screen went totally white and a little pop up like message in gray color [the same type as legit windows messages that pop up when you might be logging into an internet email account and its telling you the connection is not encrypted or telling you the security certificate on a website does not match, is outdated, etc.] says the warning where I have a computer virus and the world is going to end if I do not click this box and let them direct me to who knows where and install who knows what on my machine. I did NOT click anything and instead CTRL ALT DELETED, ended iexplorer process and successfully closed the browser. Nothing else happened at this point.

I then conducted a full virus scan but nothing came up other than a low risk cookie. So is this a problem now, has my computer been compromised? Can someone explain how it could not be, since I got this mini direction from that gray box instruction attempt. Or since I did not let the grey box drag me to the site and/or click/download anything, could nothing have happened??


Thanks in advance...........