I know what you are talking about as I have come across it before. Not on this site though. It is also called Scare ware since it scares people into clicking the link because they think they have a virus when they could actually be downloading a virus by clicking the link.
Another thing that will get you is some of them have a "close option" or an "x" inside of the window, but you have to make sure to click the "x" on the actual browser and not the one inside of the box or you will just open the ad...
"Don't be shocked that people die. Be surprised you're still alive."