|Thanks for the suggestions and help!|
I did run a thorough scan and then a boot scan. (Thanks for the link I didn't know how to set it up.)
Nothing was found. But I will keep an eye open for any strange activity.
I didn't even think of the task manager since the pop-up wouldn't even let me hide it for a moment. I kinda freaked out. I had thought Firefox would block things like that but nothing is perfect.
I have a copy of Spybot search and destroy and spywareblaster will they work as well as malwarebytes?