MALWARE POP-UP

I keep getting a virus warning popup (malware) telling me my MacBook Pro has a virus and I should click on the popup to remove it. I bought Clean My Mac X and have run several deep scans, but to no avail. I came to the Apple Discussions site in hopes of finding an answer regarding how to stop this popup and remove any type of malware that may have attached itself to my computer. I followed the instructions (Safari-Settings-Websites-Notifications- select the picture of the settings app & remove it) to no avail - there was no picture of the settings app.

Any advice?

[Edited by Moderator]