I was searching Google for information on "proxy-relay trojan server" and I found this thread.

I received one of these (with an attachment) from someone pretending to be from the management dept. at Yahoo.com. Here is what it read:

Dear user of e-mail server "Yahoo.com",

Some of our clients complained about the spam (negative e-mail
outgoing from your e-mail account. Probably, you have been infected by
a proxy-relay trojan server. In order to keep your computer safe,
follow the instructions.

Pay attention on attached file.

Have a good day,
The Yahoo.com team
I did not open the attachment, of course. I sent it onto Yahoo, but I thought that perhaps others would like to know about this.

Some people do not think, they merely react, when they see an attachment from a source they believe is trusted.

Anyway, that's all that I wanted to say.