Yeah there's a chick voice now Does MSE stop you from visiting infected sites? The main page for Gilly's Craft Beer was infected, Avast saved my butt.
Update: MSE stopped some kind of trojan on a site I visited last night, so "yes" to your question... sort of - it didn't stop me from visiting the site or stop the page from loading, but it did catch the malware - which I thought was interesting considering the infected file was a firefox cache file (extensionless)