How to report a malicious site to Google, Microsoft, Mozilla, etc. so that they will warn users

Report any malicious pages to Google on the Google malware reporting page. This data gets put into the Google SafeBrowsing Database, which both Google Chrome and Mozilla Firefox, as well as some other browsers, use to determine if a site is compromised.

Report spam or malware in Google search results using Google Webmaster Tools spam report.

Report any malicious pages to badwarebusters.org. Data from this organization is used by a variety of internet companies, including Google, PayPal, Mozilla, and MySpace. (badwarebusters.org shut down in Feb 2015)

Microsoft uses their own SmartScreen Filter to determine in IE if a page is compromised. You can report pages to them by clicking on the Safety menu under tools, and clicking on Report Unsafe Website.

Report phishing attempts to DynDNS PhishTank. Their database is used by many antivirus companies, browsers, and other software.