No its not malware.
TBH this seems a current trend of late for large sites to undertake surveys to get demographic details of the users that read their pages. Over the past few weeks or so I seem to have been presented with many similar types of messages.. including M$, PC world, checking my vodafone bill and even BT, but theres also been several more.
The companies used by sites to gather the information can vary and there are a few big players in the industry. Whether or not I do them depends on the time involved, if I can be bothered, how much I trust the site asking for the info... and finally if theres anything in it for me. For eg Vodafone gave me £5 for completing the one I did on their site via ICM research.
If I cant be bothered or dont trust the site I just close the box.
This type of research can either be for getting information about their customers to see which type of users they attract.. or it may be asking for feedback on how the site may be improved.