It is a kind of popout that comes out every now and then when I'm in the web, it says this:

Microsoft Security Bulletin MS03-043
Buffer overrun in Messenger service could allow code execution (828035)
affected software: winxx bla bla
non affected: winM

Your system is affected, download the patch from the address below!
First type the address below into your internet browser, then click ok, the address will disappear once you hit ok.
www:windowspatch:net
(I put ":" because I don't want anyone click there and something bad happen)
What is this? is for real?

I think the fact that this supposed patch is not coming from the actual microsoft website would be a dead give away that it is not for real - besides microsoft does updates via the automatic update feature these days.

That's what I think, also everytime I boot my pc, the last thing loaded is a link for an automatic update for WinXp itself if I want to do it.
Anyway, I don't do what it says, but I have to warn my girfriend who uses the same pc and she just go pressing ok aorund all the time.
However, is the first time I see this warning that's why I doubted if I should do what it says. I don't like much to update anything from the web itself, I just look for an official patch then I download it to proced.

If I were you I would try using ad-aware and/or spysweeper to identify and eliminate the program causing the pop-ups.

Im getting the same damned thing. I checked it and when it said something about $15 I knew not to go any further.
Use SpyWare Nuker.
In the free version you have to manually delete the spyware files, but thats not much of a problem.

If you're refering to Windows Messenger and not MSN Messenger, I'd recomend that you simply disable Windows Mesenger since certain adware, spyware, trojans, and other bad stuff like that can use Messenger to get on to your computer, also you'll notice a drop in the amount of pop-up ads you get! To disable it go to Start > Run and type msconfig and hit enter. This will bring up the System Configuration Utility. Click on the services tab at the top and scroll down until you find a service called "Messenger". Uncheck the box next to it and click apply, and then close. After clicking close, it will ask you if you want to restart, or exit without a restart. Click 'Exit Without Restart'. The next time you boot up a dialog box will pop up telling you that you've ran the System Configuration Utility...just click the box to "never show this again" and click 'OK'...otherwise it will open the Utility when you click 'OK'. :rolling: