An <.exe> file is an executable, that is, a program file. Opening an unknown program on your computer is asking for trouble.

I opened a piece of spam earlier today, and took a chance by clicking the "unsubscribe" button. Sometimes you actually do get unsibscribed, but other times it's a scam to further distribute your email address so that you get even more spam.

If I can add Email Rule #4 to Joe's three, it's be this: Never email anyone (except your own bank or another trusted source) your account number, mother's maiden name, or any password.