To explain changes in users' security behaviors and behavioral intentions, we investigated the different messaging approaches that followed the Protection Motivation Theory (PMT) design guidelines. These messaging approaches were used in different security contexts in terms of authentication (e.g., using screen lock and Two-factor authentication (2FA)) and confidentiality (e.g., sharing sensitive information via secure email). As a part of our work, in the first approach, we investigated different risk appeal messaging designs based on PMT that were more suited for the Saudi population to adopt the screen lock. Our results showed that the Saudi-customized messaging was extremely effective in changing our participants' locking behavior. In the second approach, to encourage users to voluntarily adopt 2FA, we investigated whether video-based risk communication messages based on PMT would be received differently if they were delivered by a human speaker from the target population versus a cartoon speaker. Our evaluation showed that a video message from a human speaker improved our participants' behavior versus the animated speaker video message. Regarding the last approach, we first conducted a structured interview with Gmail users who had used Gmail's Confidential Mode (GCM) to explore what motivated them to use the confidential mode, what their perceptions were of confidential mode, and whether they understood the features of this mode for achieving confidentiality. We found that users used GCM to share their confidential or private documents with recipients and perceived GCM to be encrypted and confidential. Encouraged by these findings, we designed two video messaging interventions to persuade users to use email encryption software (Virtru). Our first intervention combined Protection Motivation Theory guidelines with Anticipated Regret (PMT+AR), and was designed to help participants understand the benefits of using encrypted email. Our second intervention also included action planning (PMT+AR+P), and was designed to help participants recognize opportunities to use encrypted email. Our evaluation showed that both messaging approaches (PMT+AR and PMT+AR+P) increased the adoption rate of utilizing an encrypted email and motivated participants to use Virtru when they shared sensitive information via email. Therefore, our results offered further insights regarding how PMT video messaging incorporated with other elements can increase the likelihood that the actual behavior will be implemented.