No you didn't.
You have malware on your system that is causing you to think you got it from this site. Try running a virus scan, a scan with AdAware (by Lavasoft) and a scan with Spybot Search and Destroy. They're both free and should help you eliminate much of the problem.
Also, if you click either option on those fake messages it counts as a yes. The only way to get out of them is by clicking the X or by ending the task in task manager.