Visa/MasterCard is pushing for EMV/Chip & Pin technology. Previously, the liability of fraud is on the payment network. Visa/MasterCard have announced a liability shift from the payment network to the merchant for fraud if the merchant doesn't adopt chip & pin.
The rollout date is supposed to be Oct 2013.
As an end user, you are not able to protect from this type of fraud. That's why the liability doesn't reside with you.
It's much better for the banks to carry the can here, so they implement more secure devices.