It is a message from the Windows security center. I hope, given the messages, that you are never connected to the internet with that machine. However, if this machine is connected to the internet, you need to install an anti-virus program and a third party program ASAP, and also check your system for infections. These days, it takes only moments to get infected if your system is unprotected. If the message is in error, please let us know as this is an indication of something else that may be wrong.
Check out this link for various free programs that you can use. They have all been tested by BleepingComputer members and are free of spyware etc. http://www.bleepingcomputer.com/forums/topic3616.html
Here is a good guide about protecting your computer: http://www.bleepingcomputer.com/forums/t/44675/how-did-i-get-infected/
And here is a tutorial on firewalls: http://www.bleepingcomputer.com/tutorials/understanding-and-using-firewalls/