cab files that try to install from popups

Archived from groups: microsoft.public.windowsxp.security_admin (More info?)

Hello

I opened a link to a website and a popup appeared and said to install a
program I clicked NO but it continued to popup and display a prompt to click
yes. While, clicking NO again, I noticed at the lower left corner of the
explore window it was saying installing cab file. I was trying to close the
window quick but it would not let me so I had to open the task monitor to
close it and it did.

Now my Q is this what in the world is it load onto my computer? Please Help
and is there a way to remove this cab file that was installing from the popup?

Thank You