Do not ignore these warning messages...
Last week, Mumbai Police arrested some Nigerians on the charges of cheating ICICI Bank and it's consumers Crores of Rupees (Millions of Dollars) through fraudulent means. They were charged that they have created fake ICICI look-alike site and send genuine users emails asking them to update their account by entering their User Name and Password at that site. The culprits then used these divulged data to transfer funds through fraudulent means and thus cheated ignorant Bank and innocent Consumers. This kind of fraud is called phishing. There are many security tools already available that you can use to detect and avoid these attacks.
Phishers create fake fraudulent sites that exactly looks like original, and are often cannot be detected by normal means. Keeping this in mind, most new browsers now have features, which upon activation, can warn you about suspecious phishing sites. They do it by comparing the web site's address you want to visit with the database of fraudulent sites. It the address matched with their database, then they give you warning, which, you can accept or ignore. Opera 9.01, FireFox 2 and Internet Explorer 7 all have this built in feature.
It is strictly advisable to consider these warnings very seriously, and DO NOT visit these sites to avoid probable phishing attacks.
Opera 9.01 Security Setting
Opera 9.01 Warning Message
FireFopx 2 Warning Message
Internet Explorer Warning Message
Another Warning Message
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Screen Shots: Courtesy: F-Secure Antivirus Blog