What do you do if a window suddenly pops up saying your computer is infected with a bunch of different viruses or spyware? 

This is almost certainly a rogue antivirus program trying to get onto your computer.  Rogue antivirus programs are usually extremely hard to remove, so the best thing is to try and close the window down before it can install the rogue software on your computer.  First, press Alt and F4 on your keyboard at the same time.  If the window doesn't go away, push and hold the power button on your computer until it turns off.  DO NOT click on the window or agree to install any software.

If the window pops up again after you shut down and restart the computer, the rogue has managed to infect your computer.  One product that's good at removing this type of infection is MalwareBytes Anti-Malware, which you can download at www.malwarebytes.org.  Many rogue antivirus products will block this site and this software, however.  If this happens you may need to have someone work on your computer to remove the infection.

Rogue antivirus programs either a) always tell you you're infected (even if you're not) so you'll buy the product, while failing to protect you against many real threats, b) use deceptive means to install themselves on your computer without your consent, and/or c) actually download more spyware onto your computer. 

Before installing any antivirus or anti-spyware, check the lists at Spyware Warrior and Malwarebytes to make sure it's not listed as a Rogue.