Paperghost and SpywareGuide once again have sunken deep undercover into the Dark Side of the Net and uncover a botnet comprised of nearly 150,000 boxes!! And just how did many of these machines get taken over? You guessed it, via IM.
Unsuspecting users who click on links sent by other compromised machines can have files installed which search their machines to get critical information to access all sorts of sensitive data. The botmasters even install special script to look for exploits in many of the e-cart applications such as CCBill, Comersus Cart and CactuShop.
If these couple of articles and their follow ups don't prevent you from clicking links all the time, I don't know what will. Read More Here