Specifically, you should never click anywhere in a pop-up window. To protect yourself from serious malware infection, you must be extraordinarily careful about how you close a pop-up window. Even if your browser is set to block pop-ups you're still going to get some because no pop-up blocker is perfect. Most are merely annoying but a significant number- such as the 'Antivirus 2009' pop-up described below-are designed to infect your computer with spyware that makes your computer unusable.
When you browse the web with a Windows computer you're sometimes presented with pop-up windows-and 'pop-under' windows that you don't notice until you close your main browser window.
