Malware

See: Phishing scam.

It's a virus. Software that's...bad. "Mal" means bad in Latin. Bad software. That's what happens when people download what they think are, um, "art films" onto their hard drives. But in that download exists malware which steals your passwords, copies every email or chat you've typed, and 18 other things that happen along the way as you deal with your computer.

Don't let this happen to you.