Malware and terrible user interface design

One of the funniest malware I ever encountered was a Message Box that popped up whenever my brother's PC would start up into windows and say "poker?" (in small case). I always found it incredibly funny, especially because of the small case.

Some malware are based on impersonation, it counts on the user to mis-recognize the displayed screen and think it is generated by a legitimate application. Some malware, however, do this very badly, which creates funny results. (red labels are impossible in regular Windows MessageBoxes, so are links.)

The interesting question (design-wise) is: how bad can they get before normal users figure it out?