You appear to be running win98. When I came here with VirtualPC installation of 98 the only security warning I got was one asking if I wanted to install Adobe Flash Player. Flash player is required by some of the ads and is safe to install.
http://www.adobe.com/shockwave/downl...h&promoid=BIOW
If you don't want to be prompted anymore you'll either need to install it (see link above) or alter your browsers security configuration.