It was probably as you suspect, unkyUb, a spoof to get you to download a dodgy program along with all it's attendant malware etc.
As long as you did not click on anything, or download the offering, you should be ok.
It does show how easily you can get effected...........if you had been not as alert as you are, or had been inexperienced in the ways of the web, you could invite a whole can of worms onto your machine.