Yes, I've been getting it regularly since I upgraded to IE9, but it only seems to occur on Answerbank. I just cancel the message but sometimes it does freeze up my screen for maybe 20 seconds and it's frustrating when I'm trying to get a crossword answer in before bibblebub/Lie-in King etc get theirs in.
Someone did suggest a fix - maybe worth putting "cross scripting" in the AB search box.