Answers: Most imagined it's asking you to any update to a newer revision (not likely) or simply trying to install an Active X program. Be sure you already hold anti-virus installed (reputable) and on next download if you discern it's locked.
It sounds approaching spyware.
Maybe to masses warez/porn sites?
Get a upright antivirus + firewall + pop-up blocker + spyware scanner.
Free stuff : antivirus : Avast, AVG, Comodo
Firewall: Comodo (really upright too)
Pop-up Blocker : if you can verbs the yahoo toolbar it's get one.
Spyware scanner: Spybot Search and Destroy + Lavasoft Ad Aware
Google adjectives of them and download from safe and sound sites.