Backdoor Virus

Don't trust that if you see it on a website. You can only get that message from an antivirus website or from an antivirus like Sophos or ClamXav.

To make sure your computer hasn't got malware, download ClamXav and run a scan. If you have a virus, it will probably be for Windows, but you can infect other computers even if it doesn't affect to your MacBook Pro

It will probably scan the user's folders, but not Mac OS X folders. I recommend you to run a full scan

Be careful with what you watch in the Internet. That type of things only create issues

ClamXav will tell you if there's malware, and if so, it may ask you to delete it

Read "First Scan" > http://clamxav.com/documentation.php#overview

Apple fixes security problems, but can't control websites which provide malware. I think it was a scam, but it's better to make sure you don't have any malware

It is a scam.

You may find this User Tip on Viruses, Trojan Detection and Removal, as well as general Internet Security and Privacy, useful: The User Tip seeks to offer guidance on the main security threats and how to avoid them.

https://discussions.apple.com/docs/DOC-2435

Theoretically, you shouldn't worry, but check what ClamXav says. Klaus is right but you may have a Windows virus, although it's very difficult