yes. I've fixed dozens of clients WP sites that this happens to. its very very common (sadly).
1) contact your hosting company and get them to remove the malware
2) update your WP to latest version and all of your plugins
3) Add your website into Google Webmaster Tools area and then submit it to be scanned so the malware warning will go away
Request a malware review - Webmaster Tools Help
Also dont forget to change all of your passwords, try to do it from a machine that hasnt been infected. Dont log back in untill your positive your machine is safe.