Another thing you might want to do is forward the email to wamu and let them know about it. I try to send all phishers to the respective sites in hopes that they might actually try to track down the dbags who send them.
I also get some crazy spam mails like that on my greek mail (@WEBHOST.gr). I had received one which said (in Greek) "Unless you send it to 10 e-mails your mother will die tomorrow". Funny hah! The funiest thing is that that mail was also sent to a friend of mine whose mother had died 5 years ago.