Aurevick - let me ask you something:
Do you think someone who wants to steal your password with a virus would actually go ahead and ask you about it? If this were a virus it wouldn't present any questions. It would stay silent and just steal your password.
If you check out "Trusteer" you can find their website. Snopping around there I found this site:
on which you can probably find the message you saw. Probably this one, as a matter of fact:
Personally I see some bad reviews but also good reviews on this product as well.
johnr - do you have any personal experience with this program?