If an ATM gives you a message that your card has been taken and to contact the Bank, DON'T walk away immediately. Wait to make sure that your transaction doesn't continue.
This happenned to us is Luxor. I went to take out cash and the machine told me that the card has been retained and to contact the bank. After standing there for a while wondering what on earth I was going to do, it came up with the screen asking how much money I wanted to withdraw. If I'd walked away, anyone could have taken money out of my bank account.