I don't know if you can customize javascript's alert() function but you could make your own pop up like a lightbox type thing that you could then edit with CSS. As for making it circular. If you make the border-radius half of the width then it will make it a circle (or is it full width...) Try it and see
you can safely ignore the Firefox "malware" alert I had a js file that was injected with a redirect for ~two days about three months ago now, some day soon Google will figure out that has gone.