You have to remove this garbage. It's a scam.
First, restart in Safe Boot by holding the Shift key down at the chime. Or, alternatively, open Activity Monitor in Utilities, set to Active Processes, find the program and force quit it. This will keep it from running, so you can remove it.
1. Drag the MacSecurity program -- or whatever it's called, MAC Defender, MacProtector (installed in the Applications folder by default) to the Trash. Empty the Trash.
2. Remove item of same name from the Login Items for your Account in the OS X System Preferences (if it exists).
3. Go to your Home folder Library>Preferences and Application Support (may not be one there) and search for any files with one of the above names and trash them. Empty the trash.
4. If you use Safari, go to Preferences>General and UNCHECK "Open "safe" files after downloading." Keep that unchecked.
If you paid for it, they have your credit card #. Call your credit card and dispute the changes. Also, cancel the card ASAP.
As a precaution, change your password.