System Alert. Browser Blocked for security reasons

Hello Fellow users

I have been using Mac Air and the current OS X (10.10.5) and it has been perfectly working well. This morning, while trying to browse some research site, I go the message "System Alert. Browser Blocked for security reasons", and a page came up and blocked my entire screen. The document says From : "s3.amazonaws.com" and request the users to call Apple Network and Security support number at 1-844-613-2030 immediately and also gives a warning "Please ensure you do not restart your computer to prevent data loss". When we called that number, immediately someone answered from CA and they did not ask for the started questions like name/contact number etc and immediately started asking details of the issue. We cut the line immediately and shut down the machine and it came back to normal. Has anyone faced this issue before ? If this is fake, can Apple appropriately make aware of all the users concerned and make them aware of this fake warning ? Please respond. Thanks. Badri