Getting this security warning

As of today 9/10/16 when i open Edge Browser I get this warning: I have done a full system scan with Avira and Malwarebytes which found no threats, It comes up with a beeping sound and i have to click backwards to get back to my home page. I ran Spybot S&D and it found no threats. Is it something i should be worried about..( I already am ).
cheers

   Warning

That is most definitely a scam, whatever you do don't call that number, don't allow that page open pop-ups!

You said that page will open every time you open Edge. That might be because the site has added it to the list of pages that opens whenever Edge is launched. I've see this happen when user has accidentally visited a not too safe site. Check that list first, if the page is there remove it by clicking the X after the site address. See screenshot:

Wanting to reply your post as soon as possible I forgot to tell what next. Sorry.

When you have checked if the page is set to open every time Edge is launched, and if yes removed it, click Choose what to clearunder Clear browsing data:

Select Browsing history, Cookies and saved website data and Cached data and files (these three should be selected by default), and click Clear:

If you want to you can set Edge to clear the selected items every time Edge is closed.

To get rid of this scam open Task Manager, under Processes tab tick End Process, then turn off computer.
Disconnect router as this scam is locked onto it, by disconnecting it you break the contact
Restart router and all should be cleared.
As already stated by Kari do not call them.

Double posted

Thanks to all for the advice, I should have mentioned that i cleared the cache and all the other stuff as soon as i had got back to the Home page. I would like to know how i got the pop-up as the only sites i visited where OCAU and The windowssh blog. It is the 1st weird pop-up i have had,what threw me was the bloody beeping noise from my laptop.
I might have to look for another AV as it seems Avira has let it through.
cheers
jeepers

I would like to know how i got the pop-up as the only sites i visited where OCAU and The windowssh blog.
jeepers

Any free software downloads? Sites like CNET seem to be bundled with added pups/malware etc.

Avira is an anti-virus program, what got in was a form of malware; unless you got the full monty, Avira Internet Security Suite [or whatever they call it], Avira is going to let through what you completely accidentally opened the door to.

Anytime you d/l a program, try to get it from the authors/company site. Steer clear of hosting sites such as CNet & others. They have a habit of adding unwanted extras with/without your knowledge.

Here's a good article that describes all the hidden traps & what happens when you d/l from some of these sites:

Heres What Happens When You Install the Top 10 Download.com Apps

We installed the top 10 apps from Download.com, and you’ll never believe what happened! Well… I guess maybe you might have a good guess. Awful things. Awful things are what happens. Join us for the fun!

Avira is an anti-virus program, what got in was a form of malware; unless you got the full monty, Avira Internet Security Suite [or whatever they call it], Avira is going to let through what you completely accidentally opened the door to.