Saw your message under "Support" and replied there too.
Since you have the picture of the screen, suggest you send it to Support (via ticket) directly.
I did not have this problem today, but you might just have a very cautious security system.
I use McAfee, which I think is more cautious, and might give you false positive caution notices. But I'd do as you did: close down the site and report it to the site where the bad ad originated from.