Is this an official warning of virus?

No; it's a scam. Choose Force Quit from the Apple menu, close Safari, and then launch it with the Shift key held down. If the message reappears, disconnect the computer from the Internet and close the tab the popup came from.

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Do we need to do extra steps? Where is it coming from?

I had the same thing as the topic owner. I don't do illegal software... so i don't know how this is possible?

Quakie wrote:

Where is it coming from?

Everywhere.

I don't do illegal software... so i don't know how this is possible?

It has nothing to do with illegal software. It is websites that are infected or just fake websites with similar names to ones you'd use.

The scammers have bought up domains that are very similar to other domains that people frequent. When you mis-type the address or a search site offers it as an option, you go to an infected website.

You can also easily install Adware when you install legitimate software. That adware will redirect to those nefarious sites. Most of the software download sites bundle adware with the legitimate software you have requested. Some "legitimate" sites have recently been found to bundle adware, so none of them are safe. Only download from the App Store or directly from the developer.

To add to Barney-15E's excellent notes, you don't need to do anything.

Nothing was downloaded to, or installed on your Mac. There is also no software in the world that can determine what is on a remote computer through a web browser. As such, any and all such pop-ups are automatically fake.

What they all have in common is the pop-up, which is designed to keep you stuck on the page. To fully explain how these popups work on the Mac (and Windows):

1) You hit a bad web site and the scary sounding popup appears.

2) You click OK or whatever button is there to try and dismiss it. The popup seems to be unresponsive, or comes back after a very brief time off the screen.

3) This happens because of a JavaScript action they're using. JavaScript (no relation at all to Java) is used extensively on the web. Much of what we take for granted wouldn't work if you turned it off in a web browser's preferences. Like the buttons across the top of this page. Anything on a page that changes when you move your mouse over or across it is JavaScript in action. In this case, the mouseover command.

4) What these scammers use is another JavaScript action to "do on exit". In the case of these popups, you really are closing it when you click the button, but the final HTML command of the popup is a JavaScript "do on exit". And the "what to do" is to display the same popup.

5) Safari, and pretty much all web browsers force you to attend to the button on a popup before it will let you do anything else. Which is why you can't get to the preferences or other tabs. So there you are, stuck in a loop of closing the popup, only to have it immediately display again. The crooks are using a simple built-in function of all web browsers to make your web browser appear to be stuck. No malware of any kind is necessary to accomplish this. Just a browser with JavaScript enabled. And it pretty much has to be on in order to use virtually any web site.

Apple did add a way to Safari to make it easier to get out of these pop-ups. After clicking a couple of times, you get a different button that allow you to get off the page. The scammers almost immediately worked around that by adding a bunch of blank lines after their scam text to make the pop-up really tall, which forces the buttons out of view. You can still get rid of it, but you then just follow the instructions to Force Quit Safari and relaunch it with the Shift key held down.

Thank You both. Good to have the background details...