Remember that Alt+F4 key combination is the Keyboard Shortcut to close a Window.
Hold down the Alt key and hit the F4 key at the top of the keyboard once.
Shutting Down the computer while it is writing data to the hard drive will corrupt the File Indexes on the hard drive!!
Many pop-up windows, even though they DISPLAY a frame, are frameless. Sometimes there are FAKE windows frame with a fake X at the top right corner. Even if you click on the Red X to close the window... it would still run the Installer that is trying to install the Malware. (Malware is the term for any kind of malicious program.)
So again, the best solution is Alt+F4
The 2nd thing to do is to Pull the internet connection plug out the back of the computer.
The 3rd thing to do is to Start > Turn Off the Computer > Restart. The Shutdown process will 'abort' any of those Installer programs. During Shutdown... windows may appear saying that "such and such program is not responding". Darn right. Click on the Close button.
Regarding the situation above: The web page programming displayed an "invisible" media file, and the web page contained instructions to load Flash Player 7
in order to read the media file. Flash is WIDELY used on many websites.
Flash Player normally displays "Flash Movies" or Flash Animations on web pages - however it can ALSO link to obsolete and infectable versions of Flash Player.
The original Flash was created by a company named MacroMedia Inc, which was then bought out by Adobe.
Adobe is up to Flash Player Version 11.
Older versions of Flash Player, especially Version 7, should not even be on the computer. The old versions are dangerous - because they are used in Hack attempts.
You need to be on your toes - especially on websites were "the public" can write the web pages.
Ebay... Facebook... Blogspot... Geocities.com...
BECAUSE those websites allow Meta-Tag Refresh commands in web pages.... A Refresh can divert you to an infected web page "in an instant".
BECAUSE those websites allow <JavaScript> programs in web pages.... A javascript can call a LINK from an infected web page "in an instant".
Nowdays, few viruses are delivered via Email Attachments. Most are caught visiting infected websites!
The author depends on visitors who "dont know anything about computers" and are apt to click on a Window just "because it appeared".
You did well by realizing what was happening.
Anti-virus software, even the expensive brands, cannot monitor what's in Memory, however they can block most attempts to INSTALL Malware software. Some do it better than others. This is one of the reasons why 1USA recommends Trend Micro Internet Security brand.
But again, knowing enough to realize what's happening "in the heat of the moment" like you did, probably saved your computer from catching some sort of infection.