Did you know that majority of the content transmitted over the Internet is unencrypted? Did you know that all you e-mail, all your chats, all your file transfers could be easily sniffed by the wrong people or organizations?
Just a simple application running on somebody´┐Żs Windows, Linux or other operating system (easily available by free download) could intercept all the information that comes in or goes out of your computer.

There are many solutions to remedy this problem. You can use PGP encryption, SSL channels, VPNs, etc. The problem is that once any information leaves "your control" - it becomes sniffable or readable by anybody who has a mind to do so.