Run your PC in safe mode (restart and hold F8 before the Windows splash page shows up, select Safe Mode with Networking), then download the trial version(or free, doesn't really matter) of MalwareBytes and run a quick scan. It'll find and get rid of the spyware/virus.
If it was the FBI you would recieve a letter in the mail not a pop-up on the computer, noteing your also using the internet right now show your not locked out