Below is a screen shot of the kind of hack we've seen while just sitting on a web page.

It happens when the page refreshes the page to load ads.

I was on a http://finance.yahoo.com page when it happened.

You'll see there appears to be a small window that looks like you could click the 'x' and get out, DON'T CLICK THE 'x' on the little window.

Use the Task Manager or press either Crtl+F4 or Alt+F4  to close the browser, in this case it's Firefox.

It's not a true window, it's an image on the page to make it look like one.

This screen shot below does not link to anything.