This nasty piece of work was covered in detail in The Register recently.
http://www.theregister.co.uk/2008/08...omy_of_a_hack/
They are quite clever about how they go about tricking you if you aren't very careful.
For this reason, if you get something like this popping up.
Close the window, don't click on cancel or something like that.
Those buttons can be made to say what ever it is they want. Rather than what they actually do.