This tool can be used to check your password strength. It is loaded once from your server, all the rest happens locally on your computer, by using javascript. No passwords are transmitted through the net. This tool is Free/Libre Open Source Software, so you can download it and also check the code - or ask others to do so, if you want to be sure nothing illicit happens here. For more info about that, and where we took this tool from, take a look at the bottom sections of this page. This version is based on the one provided by passwort.diebin.at.
For some good explanations on how strong passwords work and how to manage them, visit the links to the Electronic Frontier Foundation's pages in the menu above. Remember that there is never 100% security, and that most of the time you have to make a compromise between security and usability. But the more you can secure, the better. And strong passwords are crucial to that. A weak password is not only a threat to your own accounts and data, but also to those of other people (who are e.g. using the same service, or can be traced otherwise through your data).