Neither did I untill I saw it and I had been using the spoofstick extension/toolbar. When I clicked on a link and saw no warning by spoofstick, the URL displayed matched the link I clicked, but the images loading and hovering over other links on the page displayed on the status bar didn't match the URL in the URL window.
This was some time ago, I haven't checked if this is still the case, I kind of lost faith and removed it. Now I trust in common sense, watch the status bar when loading, Dr Web extension to test unknown links first and avast's Web Shield.