Now this is in no way associated with the what is going on with PSN, but it looks like Xbox LIVE is having some issues you should be aware of. But first I will clarify this is only a phishing attempt and let’s hope this does not go any further as Microsoft is aware of the problem and is taking all steps necessary to fix the problem.
It looks like this is only affecting people receiving specific messages while playing Modern Warfare 2. I have checked and this warning is for both US and UK Xbox LIVE members. So be aware of any attempts of phishing and keep checking back at support.Xbox.com in your area for further developments.