This is a JavaScript popup; you can tell because the first line reads "the page at xxx says". That's an indication that Chrome is letting oyu know a Web site is creating this alert.
What you've found is a fake antivirus site--a Web site that attempts to scare people into installing malware. The phone number in the alert goes to a well-known overseas scam. You call them (or sometimes, they call you), and they say your computer has a virus and you must install a program to clean it. The program they trick you into installing is, of course...a virus.
