Social engineering ploy milks targets' fear of getting hacked.
http://cdn.arstechnica.net/wp-content/uploads/2014/12/Zeus_Browser_Warning.png
Hackers have an almost unlimited number of ways to install malware on the computers of unsuspecting people. One of the more effective ones is, paradoxically itself, preying on the fear of being hacked.
A good example is the fake warning above. It's designed to resemble the alerts that Chrome, Firefox, and most other browsers display when a user tries to visit a site known to be malicious. It allows people to visit the site only by clicking a button acknowledging the risk.
http://arstechnica.com/security/2014/12/fake-browser-warning-your-uncle-might-fall-for-delivers-malicious-trojan/