It's nothing that we're doing from this end. Usually that sort of message appears either through genuine anti-virus software, or tends to be a virus that's made its way onto your system. If you've never heard of it before (ergo never installed it) then I'd recommend doing a full system scan just to check there's no nasties around. If it turns out it is a genuine piece of software on your computer causing the message, then there should be an exceptions list somewhere you can add greenfoot.org to.

Personally, if "pand cloug antivirus software" is claiming that greenfoot.org hosts malware, I'd just uninstall that software - since it's patently untrue.