Understanding how these tools work is the best defense. Since Z Shadow relies on tricking users into entering data on a fake page, vigilance is key.
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Phishing is a crime. In the United States, for example, the Computer Fraud and Abuse Act (CFAA) and various wire fraud statutes make unauthorized access to computers and the theft of credentials punishable by heavy fines and imprisonment. Being a "user" of a tool rather than the developer does not grant legal immunity. Understanding how these tools work is the best defense