It isn't usually an error message from the genuine Microsoft Windows. It is more likely that the device has been infected with spyware or viruses. If you are experiencing this issue, you should try booting your computer into 'Windows Safe Mode' (press 'F8' while Windows is loading).
It is also advised to scan your computer's Windows for malware and viruses in order to remove the infected programmes. In this case, anti-malware software can be useful.