As you may know, there are lots of web pages out there masquerading as legitimate pages. Some examples include a fake Hotmail login page, MySpace login pages and emails claiming to be from a bank.
Obviously if you receive an email from a bank that you don't use and they want to "update your information" then it's going to be fake. Clicking the link they provide in the email will send you to a fake page asking for your information, and it will look almost real. Usually when a company that has attempts to steal user's information contacts you via email, they will include some information that only they will know, such as part of your account number or your username.
The best way to protect yourself against pages from trying to steal your information is to check the URL of the page (the link in the address bar e.g.
www.techsupportteam.org) and only use links that you know are real. For example, always log in to your web based email from the provider's website, and if you're at all unsure, take a look at the link. The easiest way to check the validity of a link without clicking it, is to put your cursor over it. The program you are using will then display the actual link in the status bar at the bottom of the screen.
As sites get bigger and are used by more and more people, then more attempts to steal member's information are going to crop up. However, if you're careful and don't click links that could be suspect, then you will almost certainly be fine. If you do happen to give your information to an illegitimate site, then go to the real site and change your password, then the people behind the fake one can no longer do anything with your account.
In essence, what I'm saying is check links and pages you're not sure about, and check emails that claim to be from an organization such as a bank or PayPal. Obviously it might take you a while to get into the habit and keep on the lookout for fake pages, especially if you've fallen victim to them before, but try and keep it in your mind whilst browsing the web and you'll be ok.
Happy surfing!