that means your Malwarebytes (MBAM) worked as it mean to be, your computer doing fine, your MBAM prevent you from accessing website that considered malicious by MBAM so your computer won't be infected by virus/malware..
if you annoyed by that ballon or blocking the website you try to access, simply just turn off "website blocking" by right clicking MBAM icon in your right corner then uncheck "website protection" then restart your browser. This feature will automatically enabled when you restart/turn on your pc
or
open MBAM main menu, click "protection" tab, uncheck "start malicious website blocking when protection module starts" it will disabled the feature unless you re-enable it again
then restart your browser
But, if you don't understand or you don't have any idea with this feature, I suggest you keep it enabled to prevent you infected from virus/malware when you browsing to keep your pc safe
happy browsing
PS: oh, my advise--> keep it enabled for better protection