Information and network security are crucial to ensuring wide participation in the information society. There is a lack of reliable data on citizens' security and privacy concerns, the impact of these concerns on the diffusion of electronic commerce, and the amount and type of breaches suffered by organizations worldwide. This could be an impediment to the implementation of on-line government services, commerce, health care, etc., for which a safe information infrastructure is a pre-requisite. This report presents the results of two pilot surveys (for citizens and for businesses) held in 2002, which addressed respondents from the European Union, Switzerland and the United States on a number of topics, among others 'Security and Trust'. This study, which explores how Europeans and Americans experience on-line threats and vulnerabilities, is one of the products of the EU-funded project SIBIS (Statistical Indicators Benchmarking the Information Society).