It seems that recent security issues have encouraged Facebook to bring in the internet security company, Websense their job will be to check every outbound link before the user visits the page.
The Websense system will apply several tests to check for Trojans, Phishing, Botnets as well as other threats; if the site is cleared the user will be allowed to continue, if however the system detects something, then there will be a warning pop up.
If a suspect link is clicked on, the user will get this message from Websense;
Security Alert: This Link May Not Be Safe
Facebook has teamed up with Websense to help protect you online. The link you are trying to visit has been identified as potentially unsafe by our trusted partner. Visit the Facebook Security Page to learn more about staying safe on the Internet.
Websense: This website was classified as abusive
This warning is provided in collaboration with Websense. Learn more