Well, the language it uses and the presentation makes it reek of something sinister to me.
Not to mention that it wants you to click on a url.
Since it's asking you to dl a supposed patch to solve an error, I'd suggest not clicking on the given url, but googling your way to the official MS site.
You can then take a look around there and see if there are any patches being offered to solve this problem. If there are, you can safely dl and install it from there. If not, then you know for sure this is something dodgy.
I suspect, however, that if this was a genuine error/patch from MS then more of us would be getting this error message and we'd have heard more about it on news websites, etc.
I don't think you can shut these down permanently, Anna - just like any other adware. The only thing you can try is to dl and install a ad blocker and see if this is one it picks up.
Other than that, you'll just have to close them down when they appear. I have a similar one that appears infrequently that my ad blocker doesn't prevent, but you may be more lucky with this one.
LabRat
