These spammers are good, really. Not wholesome good, but good at what they do which is bad. They are using simple mind games to infect your computer. Like their recent vector of attack using DSN (Delivery Status Notification), they are preying on your fear of trouble. The lastest is "Email Policy Violation" coming from your host's mailer-daemon.
subject Email Policy Violation
The attached message contains content which violates our email policy. The message was not delivered.
Who wouldn't open it to see if it was an important message you sent?
This one is a better scam than the DSN one because it doesn't say who you tried to send the message to. And it looks like it's coming from your host, and not some far away Russian .ru address.
Do not bother taking a look at it. Most emails like this will have more details IN the message, and not in an attachment.
As always, make sure your systems are completely updated and patched, and your protection is up-to-date. If you have no idea how to check, ask a friend (but not me). :) And if your friend says don't worry about it, worry about your friend.
Though, you are probably the type that thinks it's ok to look, and you probably haven't backed up, and you probably haven't updated your PC with the latest patches or browsers... so, go ahead, open it idiot. The spammers/scammers are counting on you.