Encrypted webpages/information

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When I got onto the internet today, logging into a lot of websites I got this message: The information you have entered is to be is to be sent over an unencyrpted connection and could easily be read by a third party. At first I was getting it on a lot of webpages, even here when I signed in and my e-mail. Not all of the messages that pop up are the same, some are different. Some ask me if I want to send the information. When I first got on the message was a little different, it was similar to the message I got above... can't remember exactly what it said. My question is what should I do? I am running a scan on my computer from the anti virus but what if that doesn't find anything? Is this serious?