I had this, and I've never had a PM on concertina.net before, so I wasn't sure of the expected protocol. I DID click the link and got a captcha screen. Fair enough, I thought - I typed in the letters and numbers shown on the graphic and got... another captcha screen! After the second time, I got suspicious and noticed the .ru domain.
I'm using Google Chrome, and I have Sophos AV installed - no signs of any malware attacks, but I may have unwittingly assisted someone's script to get though another site's "captcha" mechanism. I've heard of this technique being used before.
The next thing I did was change my password for this site...
No harm done, I think.
Anahata