It is just a warning.
Some time back there was a problem with the MS picture viewer which allowed potential malware to run when you looked at a picture. That has since been fixed so you should be OK there. On XP (and for all I know on Vista as well) you can create files with two extensions - mypicture.jpg.exe for example. When you went to look in your pictures/documents folder it would only show as a picture file (.jpg) but when your attempted to open it, it wouldn't open as a picture but the program (because that's what it is) would run and install a virus or some piece of malware on your computer.
If you have used the sites for some time without problems, the chances are that they are still safe to use. If you are worried about pictures you download from them, download them into a folder reserved for that purpose and scan them with your virus checker and malware checker before opening them. That way you should be safe.