I don't know how this one works but advice from some for a long while has been don't use the preview pane on Outlook Express as that can be used to execute code to allow a spammer to log you. As far as I understand it their interest is confirming a used address as they are worth more and that the process thier side would be automated. Of course if you clicked to open the message, any such code could also operate.

Re the use of reciepts (ones users are aware of): It's something I rarely use but have found occasion to do so. I also sometimes recieve an email sent asking for the comfirmation. I think the last one I had was a scan of some music that I had requested - seemed pretty reasonable to me that the sender should want me to acknowledge that the scan had been received.