With shopping and banking transactions occurring primarily online today, password stealing has become a common cyber crime. Whatever the vector of attack, in many cases some sort of password-stealing malware makes its way onto victims’ computers.

McAfee Research Report: http://www.mcafee.com/us/local_content/reports/6622rpt_password_stealers_0709_en.pdf

Some suggestions for creating strong passwords:
(This btw. is on our new Online Saftey page - go and have a look!)