This new threat is easy to avoid and free games should only be downloaded from safe trusted sites.

Romario - Email worm disquised as Super Mario game
http://vil.nai.com/vil/content/v_142851.htm
http://www.theregister.co.uk/2007/07/30/mario_worm/
http://www.sophos.com/security/analyses/w32romarioa.html

QUOTE: W32/Romario@M is worm that masquerades to be a copy of the popular Super Mario Brothers game. It spreads by mailing itself using Outlook and also copies itself to removable devices and open shares on a network.  Since the subject is from a previous mail, this technique is highly successful into tricking people that the mail is genuine.

Romario-A is the latest in a series of malware packages that pose as computer games or that actually run real games to disguise the damage they inflict. The trick has been employed several times in the past by malware authors, notes anti-virus firm Sophos. Most notable are the Bagle-U worm, which attempts to start the Microsoft Hearts game, the Coconut-A virus, which urged infected users to throw coconuts at pictures of Sophos's Graham Cluley, and the Gonori-A Trojan, which plays Minesweeper when run.