Computer viruses

I always find it annoyingly amusing when I get a pop-up on my computer warning me that my PC is infected. Inevitably a bar slides across the page pretending to delete my hard-drive. Warnings pop up that my Windows is infected yadda yadda yadda. I don't even have a PC or Windows. But nonetheless I quickly try to close out of the window. But I first have to frantically determine whether I should press "ok" or "cancel" trying to decipher if it's a trick question or not. Do I click cancel and have it do nothing. Do I click ok and have it destroy my hard drive? Do I click the "X" to close the window? Is that a trick X?