Websites That Monitor Your Movement

I'm not one to like someone monitoring my movements or really monitoring anything.  I went to a website today, and as I was moving my mouse pointer up to the tab of the web browser to open another tab, and I noticed the screen blacked out and a message came up in the middle of the screen:

I've modified the whole message, but you get the point here.  They were monitoring my mouse movements.  Its been discussed a lot recently, and this site in particular actually was doing it.  You have to keep in mind these things when you are on the Internet.  Threats are everywhere out there.  Ill be dedicating more to security on this blog in the future.