Mac OS infected?

You are at risk if you call that number! That's what's called scamware.

Here's what you can do if you can't get past that screen:

1. Hold down the power button until your MacBook Air shuts off.
2. Turn on the power and immediately hold down the SHIFT key and keep it held down for 30 seconds.
3. This should boot you in "Safe Boot Mode" and you shouldn't have that screen anymore.
4. Go to www.malwarebytes.com and download the free version of Malware Bytes for Mac.
5. Install the software, run it, and do a scan. I imagine it will find some things to remove. Once it's finished just restart normally and hopefully you should be all clear.

And again, just whatever you do don't call that number.