For more on this sort of thing in general, go to the Web site of the Internet Fraud Complaint Center. The IFCC is a partnership between the Federal Bureau of Investigation and the National White Collar Crime Center:

http://www1.ifccfbi.gov/index.asp

For information about this specific type of activity, click "IFCC Warnings" in the navigation table down the left side of the page, then scroll to June 30, 2003. Clicking on that link will download a three-page PDF document.

The most recent warning, from four days ago as of today, involves the FBI's supposedly requesting the recipient's assistance in an investigation by purchasing merchandise over the Internet. I haven't gotten that one yet, though most of the others in the list are distressingly familiar!