It's an advertisment constructed so you'll think it's something "official" from Microsoft so you'll download their probably worthless software.
It's possible they've placed spyware on your computer to trigger that ad. If you haven't scanned for and removed spyware lately, there are good free spyware removal tools:
Ewido,
Spybot,
CCleaner and
Ad-Aware.
If you're running Windows 2000 or XP,
Windows Defender is quite good. It has removed a number of particularly nasty spyware pests on my customers' computers. It also actively defends against more trying to get in.
Use at least two of the above, using more won't hurt a thing. Each scans a little differently so each may find malware another misses.