The banner is actually a helpful thing for The program is NOT a virus, but what it is asking you to do is install the latest version of Java. This is up to you whether or not you wish to install it, that only thing it is likely to affect as far as I am aware is the arcade section. by clicking the X all you will be getting rid of is the banner. there is NOTHING to sign up on or anything else. It is a free program which the website is built upon. Nothing to worry about, the only reason you are getting this is because you either do not have java installed or you have an old version of the program. Personally this is a program that I trust and usually helps in the long run.
WHat's happenin g is that Internet explorer (I presume that's the program you're using) is protecting your computer and not allowing any active X installations. YOu have the choice of whether or not to install it.