Yep... There are also eBay e-mail notices that feature page code ripped right from eBay's login page (so it looks very real) but send any data you fill in to a form off to a non-eBay site that collects them. (In the case of the one I saw, it was a SBC-webhosting site... how much you wanna bet it was paid for by stolen paypal accounts?)
In short, don't type in any information if you aren't sure you know where it's going. ;-)