Pop ups warning of virus threat

I was on a website and clicked on a photo (not to download anything ...etc.). A pop up appeared with a loud voice claiming that I must contact a "Microsoft" number to avoid a serious virus threat before I could proceed to any other web sites or pages. I disconnected from the internet quickly but the voice message continued even after I logged off from my laptop and the screen saver appeared asking me to log in with my password. I only managed to get the web pages and voice alert to disappear after shutting down the computer. 

Turning it on again every thing seems normal and I did a full Norton System Scan which detected no problems.

Should I still be worried about some sort of MalWare having gotten onto my computer or not ?? Should I contact someone to look into any threts on the computer ??

Thanks, in advance, for any advice.

K