Websites get payed by advertising companies to let the ad companies stick random ads in the website when it's viewed. The ad companies get payed by people that want to advertise. The people that want to advertise pay the ad company, and give the ad company the code/image/file for the ad, which is then randomly given out to any sites that display it.
Normally that works fine, but if some lowlife uses a trick or three to stick an infection in an ad, it can show up in multiple sites for hours before it's caught and removed, since it has to be traced backwards by multiple companies. As a result, almost any site that displays advertisements could possibly give an infection.
You can even get infected by good sites like The New York Times. The chances are slim, but it's possible, even more on sites that deal in shady things, like ROMs or Warez or free porn. This is partially why it's so important to keep some protection that's always on.
That site looks fine to me. In fact it seems less ad-laden than most. I wouldn't have any concerns about playing games there, as long as they don't do anything weird like ask for 100 megs of local storage.
EDIT: Heh, that game's kinda' fun. The fullscreen seems fine.
