Hello,
My family members were checking some information on google using the laptop loaded with Lenny. After some time, they got a message saying that there was a lot of trojan and 'blah blah' infection in their system and they should immediately protect it by clicking on the link provided. They called me up to ask what to do and I asked them to simply cancel it and close the window. However the window was persistent and would refuse to close. It even came to a stage where it wanted to download some exe file to protect the computer. Finally after a lot of clicking, the windows finally closed. I asked them to restart the system and clear all browsing history. After that no window has popped up in the next use.
Now this is common in Windows where such popups from infected websites will download a spyware that is actually a virus disguised as an anti-virus. Getting such viruses out of the Windows systems is a real pain. They disable all admin commands too. However my worry is the persistent window that refused to go in Linux. This is mostly due to javascript enabled in the browser (Iceweasel). Luckily it was an exe file that was trying to get in and it would be useless for the Linux environment. What happens if it is a linux compatible script? Will the javascript enabling allow the script to execute? It is a little worrying.