This window is linked to your bank and requires you to enter your SecureCode (a password that you have previously selected). Transactions can only be made by entering the correct password.
For more information about the credit card security systems, please see:
Verified by Visa or Mastercard Secure Code
Once you have registered and created your own private password with your card issuer, you will be automatically prompted at checkout to provide this password each time you make a purchase. This means that even if someone knows your debit card number, they will be unable to complete a purchase without your private password.