You may have heard the term "phishing" bandied about lately. It's yet another way for Internet shysters to rip you off. In this case, a spam message leads you to a Web site. Most phishing e-mails are similar. They tell you that you need to "confirm" your account information at your bank, eBay, PayPal or some other large or recognizable site. Lately for example, Citibank has been a target of a lot of phishing scams. Phishers tend to target large organizations figuring that they can play on people's trust.
Anyway, within the e-mail is a link you are supposed to click to go enter your information. When you see a "helpful" link like this, you should be suspicious. Many people's e-mail programs don't show the code that makes the link work; they just show the name. For example, in your e-mail message, you might see "eBay" underlined in blue as a link, but in reality the HTML code behind the scenes is sending you to http://www.scumbagphisher.com. When you get to the site is may look virtually identical to the site you expect to see. The graphics and text have probably been stolen from the original site, so the link seems okay. The trouble is it's not.
The scummy phisher has created a form to collect your information, which he then uses for nefarious purposes. Identity theft is a real problem and phishers are also after your credit card number. So do NOT ever enter any personal information into a Web page when you have just clicked some link in an e-mail to get there. If you use PayPal for example, and you want to see if PayPal really does want you to confirm your information, open a new instance of your browser and type in "www.paypal.com" into the address bar yourself. Then log into your account.
The bottom line is never trust any e-mail that asks for personal information. Reputable companies never ask you for this type of thing and if you look, you'll notice that most of them are sporting new messages about the dangers of phishing scams on their sites.