It looks like it's the advertising Java script based software used to create all those nasty pop-up links.
It might be a virus or it could be a false alarm.
Either way, if it really bothers you, get ad-blocking software or disable scripting for this site and you should no longer receive this error.
I don't know how to do this with Internet Explorer but for Firefox use either of the following extensions:
Adblock Plus - click to download
You'll need to subscribe to a blacklist or known advertising scripts and banners. I'll show you how to, if you don't know.
NoScript - click to download
You'll need to add this site and others to the list of not trusted sites. I personally find this software a bit intrusive I doubt the security benefits, unless you disable scripting for all sites and don't whitelist any.
Opera can also block advertising but not as not as well Firefox but it's still my favourite browser even though I wouldn't recommend it to everyone.
What other sites give you this error?
Do they also have similar advertising features?
Please PM me if you don't feel comfortable with naming and shaming on the open forum.