We encountered this in America when a legitimate website was hacked and a similar pop-up happened with an instruction not to power-down and to ring a 1-800 number pretending to be a Microsoft number. It was quickly removed by powering down.

An alarming scam opens a full-screen message instructing the user to call a New Zealand number. A recorded audio message further instructing the user to call the number is played and our customers are saying their device then cannot be used.
If an alert, pop-up or message ever appears on your screen saying to call a number immediately, DO NOT CALL the listed number.
Instead:
- Power down your device, or if you are on a Windows device, press the Windows logo key — this will bring up the taskbar. Then right-click on the web browser icon and then click Close window.
It appears most of those reporting the scam have encountered it after following a link from a Facebook article or advertisement.
Happened to my wife only yesterday but we beat it