It appears to be complaining about the google sponsored ads that come up at the left and top. I hardly pay attention to them, but they are somewhat regional and you may not see the same ones as other people. I'm at work here in Columbus, Ohio, but my internet is out of Phoenix so I see different ads than I see at home. There should be no active content, which would make the site unsafe. Any of our ads require you to click on them before anything happens. What antivirus, or security suite are you running?
I just checked the specific ad you mentioned and they are indeed regional that come up if you are in the NY/CT area. I see no active content that should be a real problem for you. One of the advertisers there might be on someone's naughty list.
