Phishing Attack: Yahoo - ´E-mail account security warning´

This message represents quite a large category of phishing. It is targeted at inexperienced users that are overly gullable and overly trusty, when they see the attributes of legitimate organizations:

The attachment is a hidden executable (does run some code on the victim´s machine, despite not being an .EXE or .COM), containing malicious code - a virus, for example, or a keylogger for stealing passwords, etc.

It is very important to remember that due to the insecure environment that e-mail currently is, the legitimate companies DO NOT send attachments. They ocnduct business via secure websites instead.