Many spyware programs use popup download boxes.
Whether you click cancel, OK, or the X in the top right-hand corner some will start downloading.
The best way to avoid becoming infested with spyware by trick downloads like this is to hit your ALT + F4 keys as soon as you see the popup appear.
The ALT+F4 Key Combo closes the popup window and lets you escape installing potential deceptive software on your computer.
How To Avoid Deceptive Software (Pop-Ups) 
Great tip! 
