You probably have enabled reception of HTML messages. If you take a look at
the source of these they load a picture that looks like coming from the real
company. When you click on the "link" it activates a program on the remote
computer that does the rest.
This is why my wife's computer only displays messages in text form.
This is what Richard tryed to forward (minus the html headers)
<p><a
href="http://www.paypal.com%2Ecgi-bin%2Ewebscr%2E%63%6D%64=%5F%72%61%76%2D%6
6%6F%72%6D@%32%31%31%2E%34%37%2E%31%39%31%2E%31%32%35:%31%39%39/%63%67%69/%6
9%6E%64%65%78%2E%68%74%6D"><img src="cid:pic.gif" ALT="" border="0"></a></p>
<p><font color="#FFFFF3">in 1899 in 1842 HlQ in 1918 By no means Will you,
please... to leave a message hLAYiAj yujJWhjGwQO Tc</font></p>
<p><font color="#FFFFF4">in 1932 in 1993 I'm terribly sorry, 732 you're
welcome 2 don't get upset! 666 To my knoweledge. learned of </font></p>
<p><font color="#FFFFF8">Just the contrary in 1847 in 1919 in 1848 Cheers
stars battle aoc I must be off May I..? Ok deal exercising enough I feel
deeply for your sorrow what's troubling you?</font></p>
Rob Hawley