The popularity of social networking websites among Internet users continues to grow, even though social networking remains a risk for users who do not participate with caution. Using protection motivation theory (PMT) as a theoretical lens to provide a research model, and by issuing a fear appeal to social network users about the potential threat to their privacy, this study identified perceptions and beliefs held by users that influence their behavioral responses to the imposed threats. A snowball sample survey measuring the variables conceptualized by PMT was completed by 522 social network users. A time-ordered hierarchical regression analysis of the responses showed that PMT provides explanations for both adaptive and maladaptive responses, particularly for the response of hopelessness. Implications and directions for future research in this area are offered.