Lo and Behold - What a solution...

This new KB Article: 833786 points to steps that you can take to help identify and to help protect yourself from deceptive Web sites and malicious hyperlinks. One of the solutions posted in the link really cracked me up:
"The most effective step that you can take to help protect yourself from malicious hyperlinks is not to click them. Rather, type the URL of your intended destination in the address bar"

An even better solution would be to stop browsing the web all together - that way, you can never go to a malicious web page :) :D