That's exactly what I did. It's fun indeed, love the sarcasm. But I'm stuck now, the guard won't let me into the White House, and I got back to the office and called etc. but don't know what to do. Protip: Use the phone.
It's a fake Steam link that is something like steampowered_com.tt, and it looks like the normal Steam page, so when you log in, the hijackers get your account info, so clicking the link itself isn't harmfull, but logging in is.