This thread is rife with misinformation.
Nothing will happen if you open the website. It's when you open the downloaded file that things go wrong. Do not open files you don't recognise. Also, note that it shows the extension. Windows, normally, wouldn't do this, however, he has named it "blahblah.scr.exe", and windows will not show the ".exe" because it's a recognised filetype. This is why, in my options, I have it set to always show filetypes.
I also don't download things from websites I don't trust.