Again Flame Shock has come up trumps with a useful bit of advice.
Basically you get an in game email that looks like it is from a guildie*, but notice that "i" in their name? It is really an í - see the extra couple of pixels?
It says to go download a .exe file to view the guild promotional video they have made.
We should all know by now that you should be really REALLY careful about downloading an running .exe files. They will invariably contain a keylogger - bye bye gold bye bye phat purplz!!
*Obviously not a problem for me :S