There is no magic fairy dust protecting Macs - Dai Zovi, security researcher and co-author of The Mac Hacker's Handbook.
We all know not to open the attachment, yes?
The golden rule is do not respond to any puzzling e-mail and delete it straight away. If you want to keep a record of it press 'print screen' which will take a 'photo' of what is on the screen and then paste that picture to whatever photo processing software you use.