I received one of these e-mails this morning. Of course, I did not click on the link. It's a malware scam and is explained here.
Being a conservative, I am a firm believer in 'blaming the victim' (within limits of course!) If you allow yourself to be victimized, then you share some of the responsibility for the crime. So I say you have a moral responsibility to not allow yourself to become a victim, to the extent that this is possible. You have a moral responsibility to yourself and to others.