Not breaking news, but this has been confirmed by a research now:

"Web surfers have a standard reaction to error messages that pop up in their 
Web browsers, according to new research published this week:
They click "OK" and hope it will disappear.

Psychologists at North Carolina State University found that computer users have 
a hard time distinguishing between fake Windows warning messages and the real 
thing.
In an experiment that tested the responses of 42 Web-browsing university 
students, they found that almost two-thirds of them
-- 63 percent -- would click "OK" whenever they saw a popup warning, whether it 
was fake or not.

"Many people fall for this style of attack by not recognizing the visual 
elements that separate real and fake warning windows,"
the researchers concluded in a paper delivered at an academic conference in New 
York this week.

That's bad news, security experts say, because fake popup messages can take you 
to some very bad places on the Internet."
--clip--

More at
http://www.pcworld.com/businesscenter/article/151505/computer_users_overeager_to_click_popup_oks.html

Reference:
http://news.ncsu.edu/news/2008/09/wmswogalterfakemessage.php

Unfortunately, those fake close buttons are not familiar to average users at 
all...

Juha-Matti
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