Virus in Yahoo Messenger?

I seem to recall sometime back a virus warning which said something to the effect of “I am leaving yahoo messenger because afford the cost anymore. If you do not respond to this message I will delete you from my contact list”. Or something to that effect. I late read somewhere that this particular message was carrying a virus. Has anyone heard of this or am I mis-remembering.

BTW I am using MacAfee through AOL Roadrunner on XP. Is this a sufficient virus protection?

I read through the above sticky concerning computer problems, and I saw nothing that addressed this.

Thanks

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