PC Defender Plus Firewall Alert is a fake security message delivered by computer infection. It is a scam that tries to convince you that your computer is infected with various malware and you need to activate PC Defender Plus to clean your computer. PC Defender Plus is obviously nothing but a fake antimalware program that does not even exist. And the only reason you're seeing this message is because you've been infected with Trojans or other type of malware that deliver such notifications.
Here's what the PC Defender Plus Firewall Alert says:
PC Defender Plus Firewall Alert
iexplore.exe is infected with Trojan.JS.Fraud.ba. Private data can be stolen by third parties, including credit card details and passwordsWindows recommends activate PC Defender Plus
Click ACTIVATE to register your copy of PC Defender Plus and perform threat removal on your system.
As you can see PC Defender Plus Firewall Alert says that your Internet Explorer browser is infected with some Trojan and that is why you need to activate PC Defender Plus (a supposedly good antivirus program). You should never do that, because then you would REALLY get your credit card details and passwords exposed to third parties that simply cannot wait to utilize them for illegal financial operations.
You need to remove PC Defender Plus Firewall Alert from your computer immediately otherwise you would be dealing with other computer infections soon enough. The fact that you have PC Defender Plus Firewall Alert appear, shows that your system is most likely infected with Trojans, and with one infection others are quick to follow.
If you want to make sure that your computer is safe, remove PC Defender Plus Firewall Alert with a legitimate antimalware application that will also scan your system for any other possible infections.