From the site describing what can be captured:
The last text item you copied onto your clipboard! Only works in Internet Explorer on the Windows platform. It reportedly works with varied success when IE is running in an emulator such as VMWare on another OS. If you have to use Windows, at least dump IE and use Firefox.
Fix: Go to Tools > Internet Options > Security > Select a security zone > Custom Level > Scripting > Allow paste operations via script and set it to Disabled or Prompt.
Don't copy your password!
Just more useful stuff you can find on the net,