"In reality, no browser offers its users security updates from its anti-malware warning screen."
If you keep your wits about you, you can always spot the fakes.
Like Paypal will never send you an e-mail to reconfirm your details, nor will your bank e-mail you telling you your account has been frozen and "in to re-access it, send us your security data."
Whenever anything unexpected pops up on your screen in any program, do not panic. Stay calm, read it and then make a rational decision. If necessary, phone a friend (or use another PC to do a search). Sadly these scams work because a small percentage of people will always click the button.