New MSN phishing problem

I use several instant messengers. There's a new phishing / trojan (?) program floating around on MSN Messenger. If you get the following message you should not click this:

Hey check this.. http://very.c00l-stuff.com ..brb !!

In fact, as a general rule, don't click on stuff unless you have a good reason.

The scary thing is that the message came from a family member on my contact list. That implies that my family member has an infected PC. So, watch out for unsolicited links to websites and downloads, even from trusted sources. Always double-check.