From The Noah Institute (a great site, by the way) we find this from MSNBC:
MSNBC – New reason to avoid ‘unsubscribe’ links
We’ve always been told that trying to “opt-out” from spam messages is probably a bad idea. Spam filtering firm MessageLabs now says there’s a new reason not to click — spammers are starting to sneak special code into that opt-out link which turns the spam recipient into an unwitting accomplice. The link is really a clever trick designed to turn the victim’s computer into a zombie that can be used to send out more spam.
“By using an unsubscribe link in an e-mail, not only are you saying this is a live e-mail address, you are also have the risk of downloading a Trojan that turns your computer into an open proxy for sending spam,” said Brian Czarny, MessageLabs spokesman. The company has trapped several thousand messages laced with the special code in recent weeks, Czarny said.
(a sad reality) … “Spam continues to be an incredible nuisance for Internet users. MessageLabs says now 72 percent of all e-mail flying around the Internet is actually spam.”
Visit MessageLabs and click on the ‘Spam’ tab in their graph. At some times, spam is accounting for over 90% of the e-mail flying around the net.