There is something about these sites, you are getting something from them adn they are also getting something form you which you don't know. So, they get into your system whenever you are online thereby causing your browser to run very slow even if you you have a fast internet connection.
And most anti-virus can not deal with this b'cos they don't detect any infected file, this is highly recomended if you browse from your own PC

This applies mostly to cracked software, right? Because you can't use the net without downloading anything!

malware/spyware comes bundled with everything these days. (just ask Sony about their rootkit)

as to warez, if you must use em, deploy em with intelligence. eg- download cracks from cybercafes using apps like deep freeze.
keep a second 'ashewo' system on which you run cracks or keygens then transfer to your working sys
if you use warez forums, as much as possible, download a legit version of the app ( if you download winrar with key afterward - download winrar from vendor's site)

most importantly, as unwired nigerians, most of us aren't at risk of identity theft and all tht other ish.