Do not install MacKeeper (and how to uninstall it if you have):
https://discussions.apple.com/docs/DOC-6221
It contains a major security flaw, recently noted:
http://www.macnn.com/articles/15/05/08/contentious.utility.ignored.apple.guideli nes.created.zero.day.exploit.128538/
There is currently a class-action against MacKeeper:
http://www.macworld.com/article/2927032/ads-for-mackeeper-refunds-will-run-on-fa cebook.html#tk.nl_mwbest
(Please note that references to the original developers, Zeobit, also now refer to Kromtech Alliance Corp, who acquired MacKeeper and PCKeeper from ZeoBit LLC in early 2013.)
That message is a phishing attempt. Do not respond. Do not download or install anything.
How to report other phishing incidents to Apple:
https://www.apple.com/legal/more-resources/phishing/
To get rid of that message, close Safari and re-open it with the shift key held down until the window appears. Then restart your Mac.
Adware removal/prevention:
http://www.adwaremedic.com