Don't just ignore this. They all function a bit differently, but most of these install malware the second you load the site. Still others will install it when you try to interact with anything, including the X. Just because it's gone now, doesn't mean it's gone for good. You may find an entire week passes before anything happens; many are designed that way in hopes you'll forget all about the popup that caused it and be unable to figure out what it is. Like Dravidian said, it could be a harmless script just meant to scare you, it may even be the most likely possibility. But it's not worth the risk just pretending it didn't happen. These things range from mostly harmless (redirecting you to the same page selling fake antivirus software) to pretty dang harmful (registering keystrokes, and by extension, personal information).
Most up to date antivirus software should find these easy enough, but I'd still recommend you do a system restore to the day before the browser hack occurred. That'll nip it in the bud.