As long as you didn't install it, your fine.
So far they are using a Javascript vulnerability to achieve their objectives
You can turn Javascript on/off in Safari, but that's a pain in the behind.
To prevent this from reoccurring:
1: Use the Firefox web browser, it has a confirmation window before a download occurs.
2: Use the Firefox add-on "NoScript" and use FF toolbar customization option to drag a Noscript button to the toolbar for easy turning on of all scripts on websites you choose on a per site basis. NoScript also has a lot of other "web cop" protection features as well that malware uses.
https://addons.mozilla.org/en-US/firefox/addon/noscript/
3: Optional: For click happy types (kids) also install the Public Fox add-on and set a password on the downloads.
https://addons.mozilla.org/en-US/firefox/addon/public-fox/
4: Optional: Add the Firefox add-on called Ad Block Plus, subscribe to the "Easy list" (nearly automatic) you can "whitelist" your favorite sites you want to support. (and hopefully won't send you the malware, hard choice)
https://addons.mozilla.org/en-US/firefox/addon/adblock-plus/