Is this a real spyware company?

I was loading up a website and all of a sudden this window popped up and it said that there were 10 critical threats on my computer and that my identity could be stolen and that my computer was infected. I think the companys name was cyber spyware but im not sure. so, being as freaked out as i was, i ran the scan that they were providing and it started installing stuff. So then once i saw it installing stuff, i shut down my computer in case it was a scam. I am running scans right now on my computer to make sure that there are no viruses, and there dont seem to be. (i use norton securitys scans) Was it just a scam do you think? Has it happened to you?