scam and where are you most likely to get scamed

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i have seen a few sites on the internet where people have been scamed out of money, i have seen one posting from sumone saying they where scamed 37 time, if you ask me that is a lot to of got scamed you would think after being scamed once you wouldnt go back looking for more, how would you feel if you got scamed and how would you go about getting your money back.