Viruses Triggered by Web Links:

One way of spreading Internet viruses other than email is to have a user click on a button on a webpage that will download the virus code to the user's computer and automatically run the virus code, infecting the computer. These buttons are also put inside email messages. Sometimes the button is labelled "Unsubscribe me from this mailing list" or "To unsubscribe from this list, click here. DON'T click the button.

Even if this is not a virus trap, many mailing list companies take any response to their message as proof that they have reached a "live" email address. This may mean that you get put on more mailing lists and get more spam messages.