Phishing; update

[unsntoppable]

Today I logged into my wallet, which is stored on a thumb drive, and attempted to send btc. I got the dreaded fake required security update [v4.0.0] notification. How compromised is my wallet? My balance is not showing as changed. I did change my password. What else do I need to do?

Also, I just downloaded Electrum-3.3.6 from electrum.org/#download. When I open it, the error message says that [wallet name] does not exist. What do I do?

Thank you.