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The SmartScreen filter in the Metro style IE works like its desktop cousin. This red page indicates a dangerous site and a potentially dangeroud download.
SmartScreen filtering is another feature that is getting a serious expansion in Windows 8. The feature was originally introduced in Internet Explorer and has been steadily improved through the years, with impressive results. For Windows 8, the protection extends to all files, not just those downloaded through Microsoft's browser.
Windows Defender is now a full-fledged antivirus program, integrated into Windows 8. Here, it's providing a discreet notification that it blocked a dangerous file from being copied to the system.