It's possible that a member posted a link to a legit website that was compromised (i.e., the link for the website may have had a security breach), or it is possible the member posted a bad link.
Unfortunately, without knowing the exact post and link, it's very difficult to investigate because if it was an external link, unless the link is a known link, it will be almost impossible to find as there is no way to search external links for the content they have.
I would suggest some security software, make sure your browser is updated, and even think about FireFox or Chrome browsers. Chrome browser has a "sandbox" feature which makes it more difficult for a website to do damage to the computer. Unfortunately, stuff like this is pretty much needed on the Internet.
Last edited by J T; 01-13-2012 at 06:36 PM.