Rock and a hard place
Being told to "protect your own data" is nothing new. I would think it fair to say that people's awareness, due to reported incidents of information security breaches, has ensured that as a nation we're better informed as indivduals. Though you could argue strongly that the private and public sectors have a considerable way to go before the same could be said.
However your "data footprint" as I like to call it, is far larger than that which you have any control over. i.e your home environment. As a citizen, employee or customer we are expected to trust those we give our data to. That trust is not based upon any level of common respect but sadly is forced upon many through the DPA.
What is more sad though is that having identified the problem, which justifed the expense of creating legislation and an enforcement body, the fact is that data protection within the UK is A) under valued B) Mis-represented C) Barely existent in many cases until it hit's the headlines.
On a final note. I'm confident that I can take care of my own information which I hold. I do the things most would expect to do to keep your details secure. However I expect those that hold information about me, for their own purposes, to ensure that the information is managed in a way which does not pose a threat to me. Unfortunatley that makes me reliant upon legislation. Currently without appropriate, timely, affordable and effective legislation and enforcement achieveing my "self management" of my own personal information finds me between a rock and a hard place called "no chance".