That's a common thingy that can appear in virus-y porn sites, if it wont close go to "task manager" and close it manually, or use task manager to just close the all windows open, either or.
If its only appearing in YHR it Could be an ad issue, but i haven't noticed any ads like that, and before if they've been reported they're immediately dealt with.
BUT if its appearing randomly you got adware friendo, disable it.
Its probably in add-ons or whatever its called in whatever browser you're using.
Also if you're using Internet Explorer.....stop that *3*
(hits with newspaper) Bad, no.
Anyway thats a virus thingy, on Chrome (browser i use) it gives me the option to close that box and after it appears a 2nd time it gives me the option to check a box that says "Don't let this pop up again" or something if i get these adds, which was probably an update of some sort given how popular those ads are becoming among malware peoples.
Point is it may be your computer, or your browser.
A lot of malware based stuff or virus stuff cant detect ad-ware, cause it attaches to your browser in the form of an addon to spam you with adds occasionally.