Not being familiar with either the website in question, nor the settings and features of the computer you refer to, I cannot give an informed conclusive answer.
However, if the machine's standard settings are alerting to a risk situation, it is best to take those alerts seriously.
As to the site, a brief internet search suggests a possibly long and well-known existence of the site, but one which has been consistently associated with aggressive adware.
There may be a high risk associated with interacting with some features of that website, or associated third-party processes.
"Some" of the site links are reported to be involved with an adware named TSAdBot from Conducent Affiliate Network.
Further research suggests that TSAdBot "is not" something that I would want on my own machine.
from the website Privacy Policy page:
We may also disclose this aggregated information to unaffiliated third parties (companies that are not owned or controlled by us) for various business purposes, including advertising, marketing and joint business efforts for related and unrelated products and services.
You may opt-out, but by doing so you may find that you are no longer able to use some of the site-services.
There are "many" off-site links from which you are not protected if you "click" to use them or download a third-party product.
Keep in mind that Egames is primarily a retail - for- profit site.
That means they are looking out for themselves and will take advantages that benefit themselves and not necessarily you.
Caveate Emptor !!!
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What could/should you do?
Update your Anti-virus and Anti-spyware utilities.
Update your Windows System, Browser, and Application Software.
Update Flash and Java to most recent versions.
Use your own good judgment regarding where you browse and what you click on.
Best Regards
