Possible Virus?

According to one site, it's this:

Basically, that Samsung Flash advert attempts to download some content from a server outside of the domain where the advert is being served from. Flash 10 considers that to be a security risk and pops up the warning.

So an advertiser somewhere is abusing the established protocol for popping up ads on your computer. Not sure how to get rid of it on the Mac, though.

If it is indeed a Flash ad, two tools could help: Click to Flash:
http://clicktoflash.com/

And Safari AdBlock:
http://download.cnet.com/Safari-AdBlock/3000-2378_4-10793198.html

(Assuming the OP uses Safari. Similar tools exist for FireFox.)

Any forwarded content through a Mac and then back to a Windows PC
could harbor any virii the original Windows handled product contained.

This is the main reason why a Mac user may consider anti-virus software.
Since my computers aren't exposed to Windows directly, and I won't open
an email into my computer (web mail, read in a browser) that won't happen.

I have had to force-quit a new secure browser (and reported that to Mozilla)
when some popup and pop-under ads would not go away.

And a Mac running Windows via emulation or BootCamp partitioning
could harbor a Windows virus in that section; so prevention in regard
to the Windows aspect is the main concern where a Mac is nearby or
attached to the network.

There would be no likelihood of malware directly affecting the Mac OS X.
You could get and use ClamXAV software free (open source) to see if
there are any of the known possible Mac issues in the computer. Unlikely.

Some web site content, on the other hand, depending on the kinds of sites
you frequent, could be trying to get you to load bad content into your Mac.
Usually, said content would try and invite you to use your Admin password
to install some thing of unknown quality (or malware) into your Mac's OS X.
Prevention is the cure, there. It can't install all by itself, for the most part.

There have been a few patched versions of Flash Player and if you get them,
they come with an uninstaller to get rid of the older version, first. Then install
the newer version. That's Adobe Flash. There also is a Shockwave player &
if your computer has an older one than their site shows is new, replace it, too.
These both have uninstallers to run first before installing the download new one.

Someone with more experience with the Flash and web page notice you experienced
could probably add some information. There have been times where even after I've
gotten the newest safely secure upgraded web browser and new Flash player, some
web site may try to load content or a warning window appears. I try to avoid sites where
such things are known to exist. And I have my browsers set to not go or try to load stuff
from other web pages; and to limit where cookies are set.

Essentially, my computers have nothing worth stealing inside them; but they are about
as secure as they can be (for running Tiger 10.4.11) with latest browsers, flash update,
firewall settings tight, and so on.

So, the answer to your first question in the title is probably No. - Unless you're running un-
protected Windows in a partition, in an Intel-Mac or older PPC-Mac with Virtual Windows.

Good luck & happy computing! 🙂

{ edited }

Another thing to look for is what's in your cookies list. Open the preferences for Safari and show the list of cookies. Look for any entry that looks like ds.serving-sys.com and remove it. Another very common entry of a site that does nothing but serve up ads is doubleclick.

Excellent! Always good to find an easy solution (once ya' know what it is).

"...to limit where cookies are set..."

Depending upon your assortment of available browsers,
some may be better at not allowing third-party or non-
visited site cookies or info to trace online paths you take.
Plus, some bothersome sites integrate traps in popups.

And under the various (& unstated?) circumstances I addressed
in my earlier reply, which took longer to write than several short
'no' replies could have, security and cookie settings; and firewall
settings were mentioned. Open doors can be a means toward
infiltration of an OS; usually in OS X, the owner lets in malware.

Sorry to be inefficient at offering advice;
it will weigh in future reply considerations.

Good luck & happy computing! 🙂