Bye bye Yahoo
I was getting heaps of these dodgy emails and while I didn't click on the link, I visited the website (top level, then second level) by entering the url manually. I just got curious is all, but it was definitely a momentary lapse of reason, as my yahoo address then sent out some of the same stuff. That will learn me for being cocky and thinking I was too clever to fall for this shi*t.
Anyway, I have since removed my Yahoo account and also deleted *anything* that required a Yahoo login (eg flickr, Yahoo Answers, etc). I should have done this ages ago, Yahoo is just problematic and not worth the aggravation.