Scripting
Scripting, or scripting-language is programming language executing certain commands on either the host (server) or client (your computer) or both. An example is javascript or php. These scripts execute commands or or first compiled, by either the server or client, and executed/interpreted after compiling.
Most scripts pose no threat whatsoever, they are their to use code not available in html, so a solution is provided for the inflexibility of html. The disadvantage of scripts appears when you encounter a malicious script, which can do virtually anything on your computer,installing spyware/adware to dropping a Trojan Horse. I can go on and on about scripting, but there's no need, basically a script is a small program hich can be executed or compiled and executed afterwards. This gives the creator of the script a nice ammount of power and puts your computer at risk, a few words of code and your computer can be at risk.
You get problems using scripts the same way you get other malware, bad protection or unsafe surfing, to remove one, go here. And to prevent problems in the future go here.