MS NEVER sends out messages. ever, never.
delete as soon as you see a message like this and NEVER download any file.
i never have used outlook or any of the MS mail programs. they suck. and that's one of the common ways to get virus's.
use a software firewall (ZoneAlarm works great). if you are on windows, use Opera. it's the most secure browser.
or use linux, or amiga/pegasos.