Phising is a technique used by hackers to steal your own private data like user accounts and passwords or card data. For example let's say you have purchased a premium account to a file-storing site like rapidshare or filesonic. The hacker will try to steal your login and password by creating a fake login page of that site. He copies the source code and changes it a little bit, then he is sending it to others or post on forums pretending that he shares with you a file. When you click the link you are redirected to the fake login page and it asks for you to introduce your login and password. These information are sent afterwards to a server which is hosted by the hacker.
So in order to protect yourself from these kind of attacks, always check the URL of your file that you are downloading. It must be turned green or display a lock for security purposes, if you suspect anything do not download.
The area that I slightly highlighted shows the name of the server where hacker is sending your login and password.