The trojan won't have come from the web pages themselves, and it's not really a serious problem - it's only someone exploiting the way that some web sites display adverts on their pages. The sequence of events is this - you pick up a trojan which is not essentially a virus, so virus checkers don't pick it up. All this trojan does is sit there on your PC, until a web site script (desgned to do something else entirely) activates it, and all it does is to put a warning message on the screen. And, judging by the posts of some people here, it had the desired effect.
What I find rather ironic is that people are getting all hot and bothered over a trojan which has caused a minor amount of inconvenience, when there are bigger threats out there which don't announce themselves. The majority of spam emails come from infected computers - this is why the people behind it are rarely caught, because the emails don't originate from them, and yet some people here have openly said that they don't use virus scanners.
