It seems if you bought the recent PSN game, Siren: Blood curse, and are using your hotmail account as your PSN email, a Siren bot adds you on MSN not long after purchase, and tells you your dead along with other eery messages, it seems not even blocking works.
The Bots address is siren-thebloodcurse@hotmail.com
Update Yeh sorry guys, turns out it was a HOAX! only came to light after id posted it.
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