Wasn't their a exact topic about this like a month back which boiled down to "The staff doesn't control the ADs, deal with it".
I've had this pop up on me also.
If you would of taken the time to check the Nod32 website you would of seen that its just a tracking cookie, not a trojan. Its looked upon as a trojan because it loads a DLL to add the cookie (why I have no clue...) and then it just checks what you normally look at so when you get another add from that site it will be something your more inclined to click on. Nothing serious, Nod32 rates it as a 2/10.
popup window...did you clicked on it or it was on a popup window ?