security warning

I don't experience any. Are you talking about the pop-up ads from other site? Can't believe people believe those when it says 'Your phone has virus.'

Here is a few questions I need answers to:-

1.What Browser are you using?(Firefox/Chrome/Pre-installed browser)
2.Does that Warning appears in the form of pops up or a page?
3.How did you discover exactly the origin of the virus?
4.Were you redirected from another website to this forum,through a link?

Please reply by quoting,so I may know you answered my questions.

1. Per installed browser
2. Forum pop ups
3. When I was redirected from security warning from forum site I did scan on cm security and found virus.
4. No. No other website

I recommend you using Chrome for better security.One of the reason is,Pre-installed browser does not ask for your permission whenever it comes to downloading something (Usually forcedfully such as Mobo Market apk)which usually ends up being a virus.
Chrome on the other hand,will notify you of an apk that is attempting to download itself to your phone,and thus requires your permission to be downloaded.Use Firefox if your phone is unable to support Chrome.
WARNING!
In certain cases,it is the pop ups that caused the virus to jack into your device.In the case which you encounter such pop ups,the moment it appears usually triggers your device to download it.Again,Chrome rarely shows such oh-so-called-100%-trusted Security Certificate Warning.Believe me,I once created such viruses,though I already quited it now.

This does not explain the origin of the virus as Pre-installed browser has so much openings,that if you carelessly surf into random websites,you could end up getting jacked up by 10+ viruses daily,thus the reason I no longer use it.
"No,I did not press any ads"?.FYI,the viruses now are much nastier now that to the point just surfing the website with "infected" (Yes,most ads are purely made for virus infestion,but some are innocents that got involved in this mess) ads triggers the Green light for virus to swarm over your device.
Which means phishing may be out of the question,thankfully.

A few way to prevent such incident occuring again,you may:-
1.Download and use Chrome browser,the warning is fake or injected sometimes,where Chrome hardly have them popping around.Firefox is also fine if Chrome are unsupported.

2.Download Kaspersky Anti-virus and use together along with CM Security.It never hurts to have two anti-virus at once.Plus,I have my suspicion on CM Security app.

3.Refrain from visiting shady websites.

Well then,good luck.