We had a potential customer call us this morning that had been impacted by a virus contracted via Twitter.
It's never a good idea to install anything on your PC at the suggestion of a pop-up, no matter how scary the picture that it paints.
Also, it is generally not a good idea to click on links if you are unsure where they may take you (this is especially true in Twitter when most links are shortened).
We’ve worked with severaol organizations to block access social networking sites where appropriate or create a social networking policy for employees.
If you would like to discuss whether or not this could benefit you, please contact us.