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These are usually anti-spyware or security software applications that use various forms of deception and/or unethical means or show a history of negligent false positives to goad the end user to make a purchase.
In some cases these applications maybe downloaded with some form of unwanted software at which point the rogue application is offered to the customer as a way to remove the unwanted software.
It's yet another fake warning from a rogue security product, this time claiming...well, take a look for yourself: http://blog.spywareguide.com/2008/12/were-going-to-shut-you-down-ho.html