"Permanantly destroy all records on your PC"

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Anyone ever get one of these things? I got one yesterday, it was an interesting read, if nothing else, before I blocked the sender. It said: "Do you want your employer/friends/loved ones to know what you've been doing on the net or elsewhere?" Then it went on to reassure these secretive little dears that all their guilty hobbies were safe with them. Cute, eh? How safe would you feel using a code which can deal with your computer's memory, identify and extract files, and then "destroy" them? Bearing in mind that it can find them and probably has to use a registry to identify what it's supposed to be destroying, and can probably retain the information itself, if it's slightly adjusted. Comments?