CARLIN,
My bet is if you terminated the browser without downloading a exe file,
or clicking on the exe file,you are fine.
I have had these fake java scans pop up,and followed the same plan of action
you did,with no infection.
Problem is,No one can say for sure.
So,the suggestions to run something like Malwarebytes and submit a Hi-Jack This
log are good.
Firefox with no scripts will stop these fake scans.
I have read that recent legal action,where the developers of these are Rogue apps are being targeted,may reduse their number.
If so,it has not kicked in yet.