These spammers are good, really. Not wholesome good, but good at what they do which is bad. They are using simple mind games to infect your computer. Like their recent vector of attack using DSN (Delivery Status Notification), they are preying on your fear of trouble. The lastest is "Email Policy Violation" coming from your host's mailer-daemon.
subject Email Policy Violation
The attached message contains content which violates our email policy. The message was not delivered.
Who wouldn't open it to see if it was an important message you sent?