Fake Anti-Spam Filter Leads to Keylogger

Spam mails are very annoying, so we turn to spam filters to avoid ending up with an inbox flooded with them. Unfortunately one “anti-spam filter” we’ve encountered isn’t driving junk out, but letting them in.
We have received an email message claiming that it is from Webmail Support. It is posing as a security announcement and states that the recipient’s mail server is sending out spam because it is infected by a virus that could contaminate their contacts and other users of the network.
To correct this, it recommends the recipient to download and install an Anti-Spam filter then scan their computer so that they would not block the recipient’s email account.

The message was in Portuguese and is roughly translated to English as:
Security Announcement
Dear user, I found that your mail server is automatically sending messages known as SPAM, contami your contacts and other users of the network with the Virus 32/Fbd, it sends false messages to e-mail servers.
We recommend the installation of the system Antispam, that it be corrected. Otherwise, the provider of WebMail will be given the right to block all of your e-mail account. Grateful for the attention!
Download Program Antispam filtering below and do a scan on your computer.
http://{BLOCKED}/suporte/suporte-email/spam
Regards,
Protection of the Webmail service.
* Message for automatic spam filtering. You need not answer (continue reading...)