I have the daily Scan with Scan Alert since last december. I have not noticed any differerence in conversions at all. I have the logo very obvious on our site. We are actually considering not renewing when our contract is up.
I bought into it when all the media was saying Fraud this and credit card scam that and "be careful on-line" etc. I thought it would give some peace of mind.
I have not bothered to pay for the service where only 1/2 of the visitors see the logo and half do not to see if the half that does see the logo buy more, proving to me that it really converts. I don;t think I should have to pay to be proved it works.
Scan alert does offer a service where you can put a "why are you leaving" pop up to ask customers what ever question you wanted. I really wanted to use that service but

is not compatable.
Is it worth it????? I don't think it is worth it if you think you will get more conversions, you will not. It is worth it if you want to add a measure of confidence to your customers.