We saw an interesting attack a few days ago (12 June) when an ongoing attempt to infect AIM users took place.
The same piece of malware was uploaded to several sites in an effort to increase its effectiveness. The malware that was used is a variant of IM-Worm.Win32.Opanki.
This effectiveness worked in several ways. By uploading to several sites the attackers still had one or more places left to turn to when measures were taken to take a site down.
Additionally, different messages were used to convince the recipient to click on the link. Among those messages was a one with a link to a .wmv file on a popular humor site. The link, of course, was fake, and it led to the malware.
Faking the link is done though some basic HTML code, and, in my opinion, this is yet another reason for not having an HTML parser in your IM client.
As is the case with newer IM-worms which spread across the MSN network, this Opanki variant also has the ability to send variable messages defined by the remote attacker. This helps to maintain and expand the botnet.
So, we're clearly seeing increasing organization when it comes to the spread of IM malware. Furthermore, it's also clear that newer IM malware has the ability to send messages which can be completely changed by the remote attacker over IRC.
The advice remains the same - be very cautious when clicking links you receive.
We have a write-up on IM-Worm.Win32.Opanki.d.