Does the alert give you any more details?
The parameter that is being attacked is 'site' - this might be a hidden field, in which case you'll either need to 'show hidden fields' or use the ZAP manual editor.
I would start with making a valid request with a browser proxying through ZAP.
Then find the request in the History tab (it should be at or near the bottom).
Right click and resend it, there should be a 'site' field - if so then replace the value with the attack given in the alert.
Then compare the 2 responses via the History tab (select them both, right click and 'Compare Responses') - are they radically different, and if so how?
Cheers,
Simon