Most people understand that in this day and age, the Internet is both mature enough that there are billions of people using it, and still young enough that it is still something of a lawless age on the world wide web. While the authorities can usually track the IP address of a known criminal, they usually have all sorts of laws and budgetary constraints which will keep them from doing anything which could help you if you get harmed by an online thief. Considering that many of these thieves operate in several countries (usually thousands of miles away from the people they steal from), your chances of recovering anything that is taken from you are slim to none (and usually slim has long since left town).
Your only option in most cases is to make certain that your antiviral programs are up to snuff. You need to make sure you have a solid firewall engaged whenever you are online, as well as making sure to have a “sweeping” program which can identify and delete (or at least quarantine) any malicious code which is already on your computer. From there, a program to scan anything that you might be downloading (including the code to a website) is also a very solid practice. Just being ignorant of the fact that these criminals want your information is not going to save you.
When your antiviral programs are all working to the best of their ability, your computer is going to be a whole lot safer from the spyware, malware, trojan horses and other malicious code (and they are not all programs, either) which can infiltrate and cause a lot of harm to your computer, as well as to you. While you could always reformat your computer (or just buy a new one), it is a whole lot harder to change your bank accounts or your social security number.