At the Opera Backstage event in London the developers have stated that the next version of the popular browser - Opera 9.1 will include enhanced fraud protection. When you go to a new site for the first time, Opera will check against a database if the site is trusted or if it is a known fraud site. If Opera knows the site, there will be a small information "i" in the right end of the address field. If it's unknown/not verified there will be a "?" and if it's known as a fraudulent site the browser will display a warning and block the user from accessing the site.
With this feature the browser sends only the minimum information the database needs to identify a fraud site. When a result is received by the browser, it will be cached there for some time, so it doesn't have to check again if you go to the same site often.
For more information on how the feature works just point and click here.