The message sounds like the type you get from Pc-cillin Internet Security or McAfee. These, and probably some other anti-badware software, don't just wait to see if you download a virus from the site; they are proactive and visit the site either by crawling or by visiting it an instant before you do (they get the URL from your browser). Then they label sites as ok or not ok so they can warn their users before they even get to the site.
Often libeling innocent sites (like mine) in the process. What they chiefly fail on is toolbar addons, which they often falsely identify as malware, but then tell the world the site is dangerous when it is not.