How do I stop pop-up messages about a system virus on my Mac?

I am getting pop up messages in upper right hand corner every 10-15 minutes suggesting I have a virus--message differ in the details, with the last one saying my system will be removed in 10 minutes. My antivirus protection (Malwarebytes) says nothing is wrong and everything seems to be running just fine. Just the annoying messages showing up telling me I need McAfee Antivirus to come to the rescue.

Any suggestions?

John

[Edited by Moderator]