Win32/KGBKeylogger: New security threat found

I just received an email from [Removed] ; subject: Win32/KGBKeylogger: New security threat found.  It would appear to be phishing, but there is a line in it to cause concern to the recipients --

Microsoft Malware Protection Center has recently discovered a malicious program which:

Records keystrokes including username, banking details, passwords

Captures screenshots and clipboard data

Gathers visited websites information

Monitors computer or program activity

This malicious program resides secretly in your PC and should be removed immediately.

Is this a real threat and is Norton addressing it?  Obviously I am not going to take the bait, but I would like to know if the threat is real.

[Admin Edit: Removed email address]