WARNING!!! "How do they do this?" Instant Message

If you receive an Instant Message from someone you know and it reads, "How do they do this" and the 'this' is a hyperlink, for the love of God DO NOT CLICK THE LINK!!!

Friends show me things all the time so when I got this from a good friend, I didn't think twice. By the time he noticed that his machine had sent the IM, I had already clicked. He tried to follow with "don't click that" but it was too late. Luckily, our work firewall apperantly kept me from downloading anything and multiple system scans by multiple softwares have turned up no malicious files on my computer.

I have searched the 'net but can't seem to find anything on this. If someone can, please post any information you find. From what he told me, when he clicked the link all he got was a blank, white screen. When I clicked it, I got an error.

The sender can not seem to stop it from generating the IMs. Since I've started typing this, I've received the same message from the same person three times. Of course I'm going to block him. But I know he has many other people on his list.