There's a scam going around Steam involving one of your friends sending you a message, along the lines of "Will you exchange this thing?" Along with a link that has you believe it to be a screenshot, but in reality, is really a .exe file with a .scr filetype. This is known to be a virus, and will not only infest your Steam account, but you'll unknowingly spread the "Will you exchange this thing?" method. I've already had a few friends get hit by this. So, I repeat. Change your password, or don't open the file at all if you do receive it. Instead, warn your fellow friend, because it's very likely he's not aware of it.
or take my approach and just never log on steam and instead spend your free time waiting for a matchmaking game in halo that will never actually start
They finally took down the link, but there's probably another one :l Also if you do get it, DON'T change your password. I can' stress that enough. It's a keylogger, meaning it can only steal your passwords if you type them. Edit, "Unknowingly," it's pretty obvious when you've spammed all your friends with links, lol.
Key thing is to turn on and off Steam guard. It will try and send off your items. I caught almost 400 of my items before they were sent.