1. Do as the pop up suggests
2. Try a different browser
3. Add additional RAM, if possible
4. Use a Windows computer to access that particular website.
Searching for "This website is using significant memory. Closing it may improve the responsiveness of your Mac." shows that others are apparently experiencing something similar. As Just_Me_D and Lee_Bo mention above, if it is this site, e.g. imore, knowing that may help.