That's what I hear. Just opening a file can initiate a program within it. I delete anything I don't recognize.

If your email program can understand and display HTML emails, which most recent ones can, then there is a common trick that people can use to detect whether or not you've opened the message. Basically, HTML is the mark-up language used to make web pages, so email sent in HTML format is effectively a small web page. Companies use this legitimately to make their official company email look nice. However, it also lets you load images from a web server to display in the email. Some emails can contain links 'web bugs', which are little 1 pixel sized blank images, that only exist so that they get loaded from a web site when the email is displayed. The remote site then knows where the request for that tiny image came from - and the link to this image might even have your email address encoded in it, so they know which email address it was that worked. Now, what can we do about it? Well, there are a few configuration options that are commonly available in email programs to help us. They'll be in different places depending on what program you use, but basically they do the following: 1) Do not load external images. This means that only things sent within the email will get shown, and if the email wants things from a web site it will have to wait until you tell it to go and get them. Which obviously you won't do if the email looks dodgy. 2) Turn off javascript / vbscript in emails. If the email looks to be from someone you trust, you can always turn it back on again for that message if you need it, but most email doesn't need this feature at all, so it's safe to turn it off to prevent people trying nasty things. 3) Turn off the option that automatically sends an email receipt - if possible, get it to ask you if you want to send a receipt. These three things should bypass most attempts at spammers working out if you've opened an email. That, and not opening attachments unless you're sure the sender is safe, and life will be good.

I don't know if they use it or not, but there is some technique to know whether someone has opened your mail or not. www.self-destructing-email.com/ this website does a similar task, it lets its users to know when their mails have been opened.