Just means someone linked to that site somewhere on here, your computer is fine as long as you don't visit the link. Here is a post with the link in it for a mod/admin to take care of. EDIT: I'm getting the same warning here, here and here.
I removed all embed images on that thread and left images as URL's. To keep yourself protected , i highly advise not to load any gif images from URL's that you don't trust.