It's always important for users to remember that legitimate security software will not warn you on a webpage about an infection. It will always pop-up from your task bar. Some software will warn you if you land on a phishing page by showing it as a warning page, but that is much different from an actual infection. Blocking this sort of thing is one of the greatest strengths of MBAM, imho. NoScript can also come in handy, as can the ability to block by URL in antivirus software such as Avast.
Another potential protection, when using Chrome, is to take advantage of "Content Settings". In Chrome/Settings/Advanced Settings, you can look under Privacy and find "Content Settings". Click this, and in the menu you want to look under Javascript/Manage Exceptions. Here you can add any prefix such as .com, .gov, .edu, etc and in the little drop-down menu at the side, set it for Allow or Block. This prevents Javascript from running on weird domains such as .info, .cc, etc. You can do this by country domain, but be mindful that not all Chinese, Russian and other websites are harmful and, if you're in said country you may find yourself blocked from a lot of the web.