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Cases like these are NEVER normally related to your Mac.

In this case, your friend was probably phished and a bot is using his/her account to send you this information. If you click the link then you're likely to be phished too. Tell your friend to change their MSN account password.

In other cases, they will try and send you a picture or .zip through the IM client. If you download these on a PC then that's when your computer is causing it. But you're on a Mac so it's fine.

But it's nothing to do with your computer. Don't you worry about it.
 
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