Please read the following article from a newspaper. I've already received such emails (4 X) before the article came out.
If you see something like it, delete it and empty your trash. It's a bad worm.

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Beware new computer worm. Bogus email looks like FBI document - Spreads to contacts in address book

Nov. 24, 2005. 01:17 PM

ARSHAD MOHAMMED AND BRIAN KREBS
WASHINGTON POST

WASHINGTON—It's being called the worst computer worm of the year — a fast-spreading Internet threat that looks like an official email from the CIA or FBI but can leave your computer wide open to intruders.

The bogus email claims the U.S. government has discovered you visiting "illegal" websites and asks you to open an attachment to answer some official questions. If you do, your computer gets infected with malware that can disable security and firewall programs and blast out similar emails to contacts in your address book.

It can also keep you from getting to computer security websites that might help fix the problem, and it may open your Windows computer to intruders who can steal personal data.

The worm — named Sober X — has spread so far so fast that the CIA and the FBI put prominent warnings on their websites making clear they did not send out the email and urging people not to open the attachment.

Across the Atlantic, Austria's equivalent of the FBI is investigating a flurry of similar emails sent in its name to people in Austria, Germany and Switzerland, Associated Press reported.

"This particular virus is a mass-mailer worm and is the largest one we have seen this year," said Alfred Huger, senior director of engineering at Symantec Corp., which sells Norton AntiVirus software.

"It's as bad as it gets," says Huger. "With this particular type of virus on your system, there is a high probability that your personal information will be stolen."

Craig Schmugar, a virus-research manager at McAfee Inc.'s AVERT Labs, said his company, which also makes anti-virus software, had logged more than 73,000 consumer computers reporting detection since the worm was discovered Monday.

British email security company MessageLabs Ltd. said it has intercepted more than 2.7 million copies of Sober and its variants, noting that "the size of the attack indicates that this is a major offensive. ..."

Still, the Sober worm was listed as only a "medium-risk" worm by security companies, which noted it was not as widespread as others in recent years, notably last year's MyDoom.

Sober is known to only affect computers with the Windows operating system. It appears that Apple and Linux computer users were not affected.

The email informs the recipient that the user's "IP-address'' has accessed more than 30 illegal websites and that the attachment contains a list of questions that need to be answered. The email also includes an authentic phone number for the FBI or CIA, which has kept their switchboards busy.