One of my friends sent me this message:
look at my new myspace picture
Now okay, a JPG file isn't harmful, but mouse over the link and see what it REALLY points to... another "COM" file, which contains instructions in Windows to install malicious software. (BTW, don't worry, I'm not linking to an actual virus - it's disabled on YouSendIt now.)
So, Windows users: watch out if someone sends you a random image with a "generic" message like what I got - make sure you're actually downloading a JPG file. And USE FIREFOX or at least IE6 with Windows XP SP2 so you can see what you're actually downloading when you click a link.