It's just HTML, or as Steve Jobs put it ... "pretty mail". You can have links attached to any image, text (purporting to be something other than where the link actually goes) or other HTML objects; there is nothing special about it. You need to be wary of ANY link, no matter how it is presented. What troubles me more is that most Apple users are conned to think that no such occurrence could occur to them because they are using iOS or OS X.... nothing could be further from the truth; they are often more susceptible because they don't understand their risk situation.