Just had that message pop up from the Sys tray. Eminating from the familiar "Red Shield" that appears there.
Clicking on the shield, as invited to by the message, brought up my security centre window, where all was as per usual! Just a yellow warning against the "Windows update" option that's set by me to notify, not download & install.
In order to verify that this was infact MY security centre window, I opened it again from the "programmes" menu, and it was just the same.
I am aware of the "scare ware" scams, but those usually pop up in the browser window, they don't appear in the sys tray.....do they?