It seems that cards were being swiped twice at certain gas stations, with the second swipe transmitting the card number to another location. In the meantime, the card owner was being observed with a hidden camera, so the PIN became known that way. There are ways to protect yourself, and they don't require barricades and armed guards. For one thing, don't feel self-conscious about surveying those around you before you enter your PIN into one of those handy little gizmos. If someone is standing too close, you have every right to politely ask them to step back a bit.
Same thing goes for the bank machine.
If you don't feel right about who's in the line behind you, don't do the transaction. Change your PIN regularly. Don't use any number that could be devined from something you have in the wallet where you carry your debit card. It may be a pain to change the number frequently, but it could save you some serious money. If you have trouble remembering numbers, try using some memory tricks.