I had the same issue. I tried looking into it and it appears that the number belongs to a scammer. I did not call them and I would advise that others do the same.
Turn off your wifi connection. Open up safari and it should say "you are not connected to the internet" after that you should be able to close all the windows without a new pop up !!! Hope this works for you guys !
Another option is to "force quit" Safari. Click on the apple top left corner, click force quit, click safari. It should close the safari window. Then hold down the shift key and open up safari. This way it will not open up the tabs that were open previously.
I did what Bev suggested and it worked. But I think I talked and gave to much info to the so-called Mac rep from a distant call centre before I checked their # on Chrome and saw this link. Thanks guys. Fingers crossed.