Both the FBI and Internet security companies have announced this week that there is a fake e-mail that looks like it is from the FBI and a similar fake e-mail appearing to be from the CIA going around which are really being sent by the Sober worm. (A worm is loosely similar to a virus: it infects your PC and does nasty things.) The e-mails include an attachment, which is, of course, the worm. If you open the attached file, your PC is immediately infected.
If you get an e-mail that claims to be from the FBI or the CIA, don't open it!
Of course, you do have a good anti-virus program running at all times and it is updated with the latest virus definitions, right?
You can read many news articles about this latest problem here.