See, clicking on that link (https://paypal.com/customer_service) didn't take you to paypal, it took you here. And it was really easy to create the fake link!
I also included a little sound file and ran it to show how easy it can be to download a file to your computer and run it. If you had to approve the download before it would work, good for you! That means that your security is better than average, and that is a good start for fighting viruses.
You can replay the sound by pushing the "play" button.