A loud page announcing 'Windows detected ZEUS virus', warning you not to shut down or reset your computer and to call a number immediately, is scareware — a scam page, not a Windows detection. Zeus was a real banking trojan from years ago, which is exactly why scammers borrow the name: it sounds like something your antivirus would say. Your antivirus does not speak through web pages, does not forbid shutting down, and does not provide a phone number.
Esc to exit full-screen, then Ctrl+Shift+Esc → browser → End task. Or simply restart the PC — equally fine.It says do not shut down. Is shutting down dangerous? No — that instruction exists to keep you on the hook. Shutting down or restarting is completely safe here and ends the page. Nothing about a real infection is made worse by a normal shutdown.
Could I actually have the Zeus trojan? Zeus targeted Windows machines in the late 2000s/early 2010s and is long obsolete; modern Defender detects its families. A browser pop-up claiming it is not a detection either way — run a full Defender scan after closing the page and trust that result, not the page.
Tech support scam pop-ups · Fake Windows Defender warning · Fake Error #268D3 · Fake ZEUS virus pop-up · Fake blue screen scam · Fake renewal email scam · Clicked a phishing link? · Fake Apple security warning · "Your computer has been locked" scam · Social Security scam calls · Fake Amazon account alerts · Someone has remote access to my computer