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The FBI on Monday said e-mails made to look like they come from the agency are warning computer users that the FBI is monitoring their Internet use. ‘These scam e-mails tell the recipients that their Internet use has been monitored by the FBI and that they have accessed illegal Web sites,’ the FBI said in a statement. ‘The e-mails then direct recipients to open an attachment and answer questions.’

‘These e-mails did not come from the FBI,’ the statement said. ‘Recipients of this or similar solicitations should know that the FBI does not engage in the practice of sending unsolicited e-mails to the public in this manner.’

Additional Info:
http://www.fbi.gov/page2/nov05/emailscam112205.htm
http://www.pcworld.com/news/article/0,aid,123682,00.asp