Your Computer May Be at Risk - Windows
The other possible message is legitimate and comes directly from Windows. This should be a little popup message in the bottom right corner along with a little red shield. As much as windows can sometimes be paranoid, it is usually good at pointing out issues with your system. Just click on the red shield to pull up the reasons for the warning. Click on the image to the left to see a larger image of a Windows warning.
One red flag when you click on the red shield may be that your system can't find a firewall or an antivirus program. The windows firewall message isn't terrible and you can correct this problem by turning the firewall on to make the message disappear. Just about any antivirus program will work as well. If you're looking for a suggestion for good antivirus software, try AVG, a well established antivirus program.
Another fairly simple issue is that you have windows updates waiting for you to install. Despite sometimes being annoying, windows updates are often crucial for fixing little loopholes and exploits in the system. Updating your windows operating system frequently is a good way to stay protected, so I suggest that you look into updating if the system offers you a red flag.
Another fairly standard reason is that you've turned off the UAC (User Account Controls) on a Vista or Windows 7 system. This is a fairly useful feature and now that they've patched it, you might want to turn it back on.
Finally, if you came here because you want the "Your Computer May Be at Risk" popups to go away, then I can help too. Just open up your security center by clicking on the red shield or using the control panel. There should be an option to "Change the Way That Security Center Alerts Me." Click on it and then turn off the popups. it's best to do this only if you're aware of the problem and don't want to be bothered.
Image Credit: Screenshot: Windows Warning