I doubt "got caught" is the appropriate term in the typical sense. They "got caught" by their advertising client. They should be VERY red-faced, and will no doubt be pursuing a remedy in court (as in sue their asterisks off), but it's not like they were doing this on purpose for some reason.
It's funny in a sad sort of way.
Of course, if there were any malwares out there that could be automatically installed on Macs through banner ads, it's doubtful that Apple would (at this time anyway) fall prey to the same problem because I have yet to see any banner ads on an official Apple site. (No, Apple's own advertising doesn't count.) I think a huge company like Microsoft is stupid for selling ads on their pages anyway...