That is a malware prompt. Please ignore it, and then use www.malwarebytes.com to run a full scan of your computer and remove anything it finds.

I have malewarebytes and it didn't pick it up and I just ran a scan and it came up with 0.

Ok, than you didn't actually get anything. Feel free to carry on. These are unfortunately a common type of pop-up, though I'm surprised your uBlock Origin didn't block it

Does that mean I have maleware that malewarebytes can't find?

No, usually what it means is a website you visited or a link you clicked was hijacked. If you had taken that survey it either would have tried to scam you out of your information, or get you to install malware.

Thanks, just wondering... can you get maleware from someone else who has maleware on his computer. Someone I know that emails me fell for that and he even gave him remote access of his computer. He sends me emails with attachments all the time. Any chance the attachments could get infected?

That is totally possible. But Malwarebytes probably would have caught that.