It's not a virus, it's not an infection of any kind, it's a fake warning message (I checked, and anyway other people have asked about it on Microsoft forums). See
The aim is to get you to call the phone number (which is NOT a Microsoft number) where you will encounter fraudsters trying to extract money from you under false pretences.
The message is probably triggered by a poisoned advertisement on that website you mention.
This is nothing to do with McAfee but you might want to advise the site owners they have a problem, and report the scam to Microsoft - they probably already have the phone number but they're always on the lookout for new scam outfits. Every so often they mount an offensive and go after the worst offenders.
I think I'll install a adblocker to see if it mitigates the random and extremely annoying malvertising popup.