POP UP ALERT WHEN WATCHING VIDEOS ON MSN.COM

Whenever I click on a news story on MSN.COM, an alert pops up asking me to either ALLOW or DENY the following

program (cdn.vidible.tv adobe flash player settings alert) from installing on my computer.

What is this thing? Will clicking DENY still allow it to install (as with a virus) or is this a legitimate alert message?

Thanks!!!