Not necessary, IMO. Nobody has their information stolen across a secure link, which is what you have with financial transactions. Most of it gets stolen from the company's servers not being locked down properly, or a laptop gets stolen that contains a lot of info, or something like that. Human error, in other words. Simple precautions like not keeping personal information on your hard drive (use encryption, flash drives, external HDDs, things like that), making sure you have an https connection before transmitting sensitive information (look for the lock symbol or whatever your browser uses), and the standard antivirus/spyware/firewall systems and you've done all you can. There's no protection you can add that protects your data on corprate or gov't servers. It can get compromised even if you didn't do anything over the internet. They store the online and brick and mortar info on the same servers.
That said, this can't hurt, I guess. If it can really protect against phishing sites, that would be an improvement. But it has to be used by the bank you are dealing with. As far as locking down a tunnel between your computer and the bank, I don't see any improvement over an https session. Three way authentication should resolve the phishing issues, and most banks use that now.
Edit: I was reading the product in more detail. I am not that impressed. They're using FUD advertising. So what if 90% of attacks are aimed at the browser. I doubt if even 10% of identity theft is accomplished via the browser. It's not about quantity, it's about quality. One good server hack or stolen laptop will accomplish more that 100K browser attacks.
