The window that pops up claiming you have a virus is an ad, nothing more. You do not have a virus, so ignore it.
As for the window disappearing, some types of pop up ads can hide your window. Are you sure the browser window is not just minimized, look for it at the bar at the bottom of your screen.
I second oskar's suggestion of getting adblock. And Oskar, "friendster" is a social networking site in the same vein as myspace or facebook