I Had this happen just last week. Though the screen looked official (I was working in Safari at time and had that icon at top), I knew it was a fake. A recent article had suggested googling any suspect numbers rather than call; which I did, and it was an Unknown.) It had locked up my MacBook Pro, and since I have had a few problems throughout the past few years, I took a picture of the pop up malware screen with my iPhone to have a record (as MBP frozen so no screenshots!) and, though I knew what to do to get out of it, I called Apple Support to report it and have the tech (it was late and no seniors were around) walk me through what to do and made sure he filed a report and also put it in my file. There wasn't much else he could do - though he could have suggested Malwarebytes, which is a great program and not on my MBP at that moment as I was preparing for clean install of El Capitan. I also FILED A REPORT WITH THE FCC - which I strongly urge you - or anyone who runs into any type of weird problem seemingly stemming from an unsavory source - to do. They take them seriously and use the data to compile stats on malware, Trojans etc. in the wild, numbers affected etc. Though this malware, scam, whatever that your wife and I both experienced, did not get far, there are far worse things out there - and huge strings of botnets, constantly increasing in size, have the potential to take down our grid and may well be the work of terrorist groups. Hope your holiday has been lovely - and please: File a Report with FCC!