I get a few hundred scam e-mails a day, everything from banks asking for personal information to the Paypal and eBay scam's. I find that scammers are getting more sophisticated and often employ obscenely long URL's in an attempt to confuse people. After all, if it's long and complicated it has to be legit right?
A little gray box should pop up which displays the name of the web server that is currently displayed. Now you can verify the address of any website you browse to see if it really is who it says it is.