Run this too: AdwCleaner Download
Yep, malware that mimics MSE is very common now...
Yep, the "damage your computer" gives it away as a fake....
Don't touch it. I got that too. Best is to reboot to make it go away.
I would also like to point out that it's called Windows Defender in Windows 8, not Microsoft Security Essentials. Also alerts from WD will appear in a slide out tab at the top right corner of your screen as well as a bubble notification from Action Center in the tray icon area.
That there is a dead give away.