Ever been scamed or conned into giving away your password? Lots of people have.
A simple step to help avoid this is to start using OpenDNS. It seems a little intimidating but it's simple enough. You need to set up an account and specify the protection level you need. You can block the phishing (the odd name for these scams) and, if you want to, adult-related sites, illegal activity, social networking sites, video sharing sites, and general time-wasters.
Once the account is set up you need to change your computers settings or perhaps the box it's attached to. Again not hard and OpenDNS have some simple instructions.