Hmm. Could be an actual trojan, or it could be a false positive, in that the antivirus program found something that resembles the features of a trojan script, but isn't.
On the other hand, it's also possible that the ad technically is a trojan in the literal sense of it downloading something onto your computer without asking...
Warnings like this are often impossibly vague, and it makes no mention on that warning of any specific virus, malware, trojan or anything of the sort, just a vague reference to a 'trojan' contained in a javascript file.
(And some 'virus' behaviours are intentional program features too. I have a program on my computer that triggers an alert every time an anti-virus program scans it because it has the ability to reset my computer without asking...
But far from being a virus, it is actually a tool designed to remove a specific and very nasty virus, and the reset is a required feature, without which it wouldn't work properly.)
If you repeatedly get this message, close everything and scan your computer.
Also see if it is specifically related to this site, or if you get similar warnings quite often. (the first suggests a problem with the site, while the second suggests your computer is infected with something else.)
Apart from that, there's little else that can really be said with much certainty.
Sorry.
