McAfee is warning about malware installed on 10,000 Web pages. The malware attempts to infect the systems of visitors to the sites by exploiting vulnerabilities in various common programs.
This kind of attack is yet another good reason to ensure your antivirus software is always up to date (assuming I don't need to tell you to install and run AV software!), and to load security patches promptly for all of the software programs on your system. PSI from Secunia (or NSI for corporates) are useful tools to track the release of patches - it keeps an eye on what's installed and what versions are current, alerting you when new patches are released. PSI, the personal home-use version, is free and recommended.