I found this story today. If you bank online and if you do it using Internet Explorer or Firefox as your browser, there is a Trojan virus called
Zeus out there looking for your machine. It collects passwords and personal data by logging your keystrokes, then transmits it to a server somewhere in the world where it can be used or sold on to other bad guys.
The news article says we need to keep our firewall and anti-virus and our browsers up to date, like this is a really valuable insight. The most effective precaution I could think of is to have an old laptop reserved exclusively for internet banking and to do all social web browsing on a different machine, but that's quite an expensive option and even then, who can say how secure you really are?
Myself: I don't bank on the web. I prefer not to even use my credit card there but there are times when you can't avoid it, so I would imagine I am vulnerable to something like Zeus as well.
Let's be careful out there.