My employer has required me to sign a statement about sexual harassment/discrimination?

The form is a written warning issues to all employees who work here received one. It states that my behavior must be modified or I will be fired. This came about from some incident that occurred while I was not there. It also states I was spoken with in person on a specific date. I was never spoken too; in fact I was not even in the city as I was out on my honeymoon. We must sign they say or we are fired. Can they do this? Advice?