Windows antivirus, just a quick question asking if it's possible

I just wanted to ask if it's possible that this popup seen on a computer is just the person being right on the brink of getting infected, but not really being infected.

I realize there is no way for you experts to answer fully without all the logs and stuff, but I've ran through the items in read and run me first, along with running combo fix and nothing was really found.

What's happened is the person using this computer suddenly go a "message from webpage popup that stated "Microsoft antivirus has found critical process activity on your pc you need to clean your computer to prevent the system breakage" and the browser behind it had something about MS Security essentials and 3 problems (he doesn't run MS Security Essentials) and the URL that was placed in the browser was surely up to no good, as if you clicked ok you would go somewhere and get infected.
He turned off the computer and called me. I ran all the scans with no overtly suspicious results. ComboFix found some stuff that I let it remove, but it was most likely dell's pcdr stuff.

This happened about 3 weeks ago and it was the same thing, nothing found. So is it possible this is some website he's visiting taking him just to the brink? He and his wife are not the types that would visit porn sites or crack sites etc. He mentioned that he likes fark.com and drudge reports.

Anyway, thanks for your help.