No, never click 'ok' on those, if you can't close out of it just shut down or restart your phone.
Obviously a little too late for that warning so you might actually need to get an anti-virus program to get rid of whatever it infected your device with. But for future reference don't click ok...it doesn't fix it it's what screws up your device. You should only ever click ok if it's anti-virus software you yourself downloaded, not a weird screen that you can't x out of.
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Tis the time to melt the Ice.