Firstly, remember that if you install the patch as you shutdown then this will occur on the next power on without any notice - this could be some time later!
If you install patching and then take the restart now, then on logging on to your computer this windows will appear (click on the images below to see them full size):
The eagle eyed will also spot this new icon on the desktop:
However you will also notice that the browser ballot requires you to be connected to the internet, and the OK button just takes you to the next screens (see below). My mother's experience was that the X to close the windows and ALT-F4 did not work.
All in all, I have to agree - this feels and looks like malware. A popup insisting you are connected to the internet for the next steps, and has no company name on it is not likely to be taken for a piece of legitimate software - although I would emphasise my suspicions that this is part of the imposition from the EU to prevent "Microsoft bias".
Please pass the message on - for all the IT Pros out there who support their extended friends and family network, I can see this is going to be a serious nuisance.