Is this the warning you saw? It is just letting you know you are following a link out of Facebook.
For the safety and privacy of your Facebook account, remember to never enter your password unless you're on the real Facebook web site. Also be sure to only download software from sites you trust. To learn more about staying safe on the internet, visit Facebook's Security Page. Please also read the Wikipedia articles on malware and phishing.
I can't believe those prices! So cheap!!!