I have attached a email with a message that a friend of mine gets when she opens her emails and this message is in the box. Does anybody have any idea what it might be? I have searched the internet for the link and is shows up as not able to find. What I am wondering is this some type of spyware or malware?
Just found this hidden in Web Threats (which is I think more for general news about new malware) so I've moved it into the Home User Assistance section.
The answer to your question probably lies in the last part of the message, which refers to "ad_id=xxxx". The web page contained an advertisement which was infected with some (unspecified) malware. Whatever generated the warning spotted the malware, so you were saved a lot of trouble. If you tried to search for the reason for the message using the whole url you wouldn't find anything because that configuration probably existed only for the length of time that particular web page did. Next time around it might have contained a different advertisement with a different id. The advertisement may even have been inserted into the web page by malware during transmission from server to desktop. No way of knowing.
Whatever protection you were using did its job this time, which is mostly what you want to know.