I get them every so often. Not sure where they generate from, seemingly from Messenger but who knows.
I just click block and ok. I’ve never noticed any adverse effects from them.
That popup comes via Windows Messenger Service, which is an antiquated bit of software that’s included in Windows XP and runs by default. It has no useful purpose for the ordinary home user*, and all it will do is allow popup messages like the one you link. You don’t have to worry about a virus unless you follow those links to sketchy malware-infested sites. Microsoft gives you instructions on how to disable it here.
Confusingly, this service is NOT the same as MSN or Windows Messenger, which are full-featured chat programs. If you use either, you can still safely disable the messenger service.
*I think that it was once used as a logging and automated messaging tool for the administration of large networks. Some may still use it?
ETA: It looks like I may have confused myself – your message has a contact list request, which probably means it’s through Windows Messenger (the instant messaging program, not the service). Here’s a link on how to disable it.
Windows Messenger (the thing that appears to be generating the OP’s dialog) and the Windows Messaging Service (described in your link) are two different, not-very-related things.
Thanks for all the replies. I had just never seen such a message before and just assumed it was a virus. I’ll just go ahead and try to disable it I guess.