If your defenses fail and you get a browser pop-up window, conventional wisdom is to close it by clicking on the red X in the upper right hand corner of the window.  (Never click on any links of Close buttons inside the pop-up window.)  But some clever pop-ups may have spoofed the red X, and clicking on it may be an invitation to download some nasty spyware or a virus.

A safer way to close the pop-up is to right click on the window in the task bar and select “close”.  Or even safer, when the pop-up window is on top, use the quick key combination  CTRL-W.  Or with a particularly nasty pop-up, close your browser using ALT-F4.