There is apparently some sort of virus (or perhaps more correctly, an "issue") going around that affects Windows Messenger. If you get a message from someone saying "URGENT - Go to http://users.skynet.be/dark.angel/cool.htm" do not click on the link. (Of course, do not open this link either, it will do the same thing) As soon as you do, you will be redirected and you will arrive at an error page. Everything seems fine until suddenly eight people send you a message saying "what is this link?" Something happens when you open the link and the message you got is sent without your knowledge to everyone that is online on your msn contact list. And yes, I found out the hard way a few minutes ago. There are no immediate signs that this virus does anything but send the link to other people on your contact list, but I am looking in to this right now to confirm this. An update will follow shortly.

Update, from MSN:

Microsoft ships a control with Windows Messenger that allows web sites to show your Messenger contact’s friendly name (e.g. 'John Smith') and make it quick and easy to establish communication with them. It has been brought to our attention that this feature may be co-opted by malicious web sites to collect this information. While the majority of our users have friendly names that are not email names (e.g. 'John Smith') and thus are of little concern even if collected, for those that do use email names as friendly names, this could result in unwanted disclosure. The level of risk associated with this issue is considered to be low.