The disease they warn you about is Toxoplasmosis. There's no reason to panic about it, but you do need to be careful with several things. Here are a few Toxo facts:
1. Most people are exposed to Toxoplasmosis at some stage of their life. Symptoms are usually very mild and sometimes there are none at all. If there are, you can't tell them apart from a mild case of the flu. Toxoplasmosis can be dangerous for people who have problems with their immune system or for pregnant women. If a pregnant woman gets Toxo during the first trimester, the fetus can develop serious deformities and even die. Most cases end in a miscarriage.
2. Once you get toxoplasmosis, your body develops a natural immunity so chances are you'll never have it again. Same is true for cats.
3. Cats that are actively sick with Toxoplasmosis shed the oocysts (kind of eggs) in their feces. The oocysts then need to "ripen" for at least 24 hours before they are infective.
4. You can get Toxo by swallowing the ripe oocysts. Touch or inhalation will not get you infected. Washing your hands thouroghly after cleaning the box and cleaning the box daily (to prevent the "ripening") pretty much guarantees that you want catch Toxoplasmosis from a sick cat (remember, that if the cat is not actively sick he won't be shedding it in the first place).
5. The most common way for people and cats to catch the disease is by eating meat that was not throughly cooked. If you like your stakes and hamburgers medium rare - chances are you have already been exposed to Toxoplasmosis. If you feed your cat raw meat or if your cat hunts, then she is also likely to have been exposed in the past.
6. Before you get pregnant or very early in pregnancy, you should take a Toxoplasmosis test. The test will show if you have been exposed in the past and are immune to the disease. If so, you have little to worry about. If you are not immune, you can then check your cats for toxoplasmosis. The test will tell you if the cats are immune (in which case they are not likely to catch it again and infect you), or if they are actively sick.
Basically, keeping your cats indoors, not feeding them uncooked meat and avoiding uncooked meat your self is enough to keep you and your cats from getting toxoplasmosis. Taking the extra precautions of avoiding the litter box when you're pregnant, or using disposable gloves when cleaning the box, pretty much covers you against possible infection.