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Malicious advertising (malvertising) is an attack that can affect any website that hosts advertisements. In these cases, an attacker serves a malicious advertisement to a benign page. In Internet Explorer 9, the navigation block page clearly shows the malicious site that was blocked as well as the benign site that hosted it. This enables consumers to make better safety decisions.
Malicious content in frames can take over the browsing session and present fake alerts (such as fake AV warnings), offer seemingly related downloads, or try other tricks to attack the consumer
Try visiting this bowling blog site. In this scenario a malicious advertisement has been delivered in a frame on the page. IE9 blocks the ad and shows you that StrikeStrike.com is hosting malicious content from ads.malvertising.info.
SmartScreen Filter must be enabled for this demo to function properly. To enable SmartScreen in Internet Explorer 9, click the Tools button, point to Safety, and then click Turn on SmartScreen Filter. In the dialog box that appears, select Turn on SmartScreen Filter and click OK.