When visiting websites with advertising, be aware that when clicking on some adds, you might subject your computer to tracking devices and viruses. These can harm your computer and they can also crash your computer. To prevent this from happening, make sure to install spyware that protects you and your personal information and your computer.
There are other things you can look into if in need,
What is SmartScreen Filter?
SmartScreen Filter: frequently asked questions
Here are answers to some common questions about SmartScreen Filter.
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What is phishing?
Online phishing (pronounced like the word fishing) is a way to trick computer users into revealing personal or financial information through an e‑mail message or website. A common online phishing scam starts with an e‑mail message that looks like an official notice from a trusted source, such as a bank, credit card company, or reputable online merchant. In the e‑mail message, recipients are directed to a fraudulent website where they are asked to provide personal information, such as an account number or password. This information is then typically used for identity theft.
What is malicious software?
The terms malicious software and malware refer to programs that pose a security or privacy risk by demonstrating illegal, viral, fraudulent, or malicious behavior. For example, viruses, worms, and Trojan horses are malicious software.
http://windows.microsoft.com/en-US/windows-vista/SmartScreen-Filter-frequently-asked-questions
See also
When to trust an e‑mail message
How to know if an online transaction is secure
SmartScreen Filter: Information for administrators and website owners
What is SmartScreen Filter?
SmartScreen Filter is a feature that helps you avoid socially engineered malware phishing Web sites and online fraud when you browse the Web.
SmartScreen Filter:
Checks Web sites against a dynamically updated list of reported phishing and sites.
Checks software downloads against a dynamically updated list of reported malicious software sites.
Helps prevent you from visiting phishing Web sites and other Web sites that contain malware that can lead to identity theft.
When you have the SmartScreen Filter turned on, if you attempt to visit a Web site that has been reported, the screen below appears and advises you not to continue to the unsafe Web site.
The Smart ScreenFilter also notifies you when you attempt to download software that is unsafe. The above warning screen will notify you that the download has been blocked for your safety.
http://articlesofinterest-kelley.blogspot.com/2010/10/cyber-security-beware-of.html
