Looking for origin of call.

I am getting this pop up non stop "Your computer may not be protected" the number is 1800689-3142 how to I stop it. When it pops up I can only get rid of it by hitting ctrl-alt-delete and end task on internet explorer. Who can we turn it into? Please any information would be appreciated! When I get rid of it another one has recently came up with a horrible warning siren sound...