Adding to the good advice provided by PrashantKumar96:...
+++++++++++++++++++++++++++++++++++
Recommend you thoroughly review
Windows Defender on Windows 8 - Introduction and Frequently Asked Questions
You can verify that Windows Defender is working by checking it with Eicar if you wish to do so:
http://www.rexswain.com/eicar.html
The fake warnings you are (justifiably) concerned about usually appear in the middle of the screen and may take you to a different screen. The fake alerts warn you of an an infection of multiple items and advise you to
download some other software (which would be the actual malware) to "clean" or scan the PC or provide a link for you to pay something to protect the PC.
See http://www.microsoft.com/security/pc-security/antivirus-rogue.aspx
Here's a comprehensive list of suggestions on handling such "attacks" by Stephen Boots, MSE Forum Moderator:
Unfortunately, these type of malware attacks are difficult to keep up with because they trick you into letting them install. They usually come from an infected web site, and usually through an advertisement. You get a pop-up from the infection and
you click it to close the pop-up - which allows the infection to install. They can also be delivered in a "drive-by" fashion with no action needed by the user due to the system being unpatched, no matter what security software is running.
When you encounter one of these fake virus pop-ups while browsing, immediately do the following:
-Do not touch any browser window to close it or browse further.
-Immediately press Ctrl-Shift-Esc and bring up Task Manager and forcibly end all instances of iexplore.exe, if using Internet Explorer, or the executable for the browser you are using.
--or--
-Go to Start/Shut Down and restart the PC without touching any browser windows.
-If you used task manager to close browser instances, reboot the machine.
-Then go to Control Panel/Internet Options and delete all temporary Internet Files and cookies. If you are using an alternate web browser, open the browser settings to do the same - delete the local cached files and cookies.
-Perform a full scan with your antimalware program.
And see the following compliments of PA Bear:
Fake => http://blogs.technet.com/b/mmpc/archive/2010/11/09/msrt-tackles-fake-microsoft-security-essentials.aspx
Remember no antimalware program provides 100% protection.
http://voices.washingtonpost.com/securityfix/2009/09/what\_to\_do\_when\_rogue\_anti-vir.html#more
http://ask-leo.com/why\_dont\_antimalware\_tools\_work\_better.html
Regards...