Just because MBAM informs you that a Malicious Website is blocked, it doesn’t necessarily mean that the website you were on is malicious; rather the advertisements inserted into the webpage might have been.
Since the network traffic is blocked, the malicious IP address is unable to connect to your computer - In most cases nothing needs be done, the protection has blocked the threat from infecting you.
There is also the possibility that it is actually a false positive ..... if MBAM uses an automatic gatherer of "suspicious sites" ( word-based).
Either way, if it's been blocked then it means the software is working for you.