pop up window says call helpline for phishing website and will not close out

Force Quit Safari.

Press the Shift key and restart Safari.

It's a scam, do not call.

You're welcome.

Have a read and armed yourself:

http://www.apple.com/legal/more-resources/phishing/

Identifying legitimate emails from the iTunes Store - Apple Support

Identifying fraudulent "phishing" email - Apple Support

I foolishly called the number on the pop up. But, I hung up when the technician asked me to allow him access to my computer. I then forced quit and everything seems back to normal. I had just done an update from Microsoft and my firewall was off, so I turned it on. I did not use the filevault however and I'm wondering if I should.

FileVault won't prevent remote access to your computer if you allow them access, usually by downloading a program.