DON'T DO IT!!!
That pop-up box has NOT been generated by your operating system's Security Center, nor your anti-virus, nor did it come from any other friendly source. As a matter of fact, it's not any sort of anti-malware scanner at all! What is it? It's malware, and it's asking you for permission to infect your computer.
Believe nothing it tells you. Everything that's shown in that box is a lie. The pop-up's sole objective is to panic you into clicking anywhere on that box... anywhere at all... because anyplace you click on that box will permit the malware to load itself on your computer. You don't have to tell it to scan in order to get infected; you can click "no" or "exit" or click on the "X" to close the box... it doesn't matter. Anything you select, anywhere you click, the malware will load. So, whatever you do, don't let it trick you into clicking anywhere on that box!
So, you're stuck, and you can't click anywhere for fear of unleashing malware. What to do? Use the keyboard combination Alt F4 to get the heck out of there! It will shut down your browser and that nasty little box as well.
Next, it would be prudent to do a full scan with your anti-virus and with an anti-spyware application such as Malwarebyes, just to verify that nothing is lurking on your system.
If you're reading this too late, because you've already clicked on that nasty little box, then go to the Malware Removal room and read the instructions for posting a log for your machine. Post your log, then wait for a helper to assist you.
Be patient, don't try experimenting with fixes on your own while you're waiting as that may only complicate the issue and make removal of the malware even more difficult.