Windows Vista comes with Phishing Filter, which is built in to Internet Explorer 7. You just need to turn it on.
The filter checks Web pages before you connect to them and warns you about sites that have typical characteristics of fraudulent Web sites designed to steal your identity, sometimes called phishing scams.

The filter is updated several times an hour using the latest security information from Microsoft and several industry partners. This can help you avoid identity theft from phony sites that might look, for example, like your bank’s site.

To enable the Phishing Filter, launch IE7 and go to Tools Phishing Filter – Phishing Filter Settings.

Scroll down to Phishing Filter and select Turn On Phishing Filter.

If you visit a suspected phishing site when you surf the Web, Phishing Filter displays a yellow warning.

If you attempt to visit a known phishing site, Phishing Filter blocks you from visiting the site and displays a red warning page, as shown below. You are then prevented from entering any information into that site.

Tags | General, Windows Vista