The FBI said the phishing lures typically includes a link in the e-mail that goes to a phony website. ”Once you’re there, you inadvertently download the Gameover malware, which promptly infects your computer and steals your banking information,” it warned.

via Zeus returns: FBI warns of ‘Gameover’ ID-theft malware | ZDNet.

Hmmm.  You must have to do something to “inadvertently” download the malware.  I’d like to see this website and how they do it but no link or no example.  This story sounds fishy.