I had a popup appear when i was on Safari telling me there might be a phishing website ahead and that the security of my computer was compromised. At the same time, there was an audio file playing which said the same thing. The website of the popup was www.macyreport, and i was encouraged to phone 647-360-4456 which i did not do.
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.