Sending or replying to chain, good luck or be-my-friend messages.
This is not just a waste of time but in most cases it is against the law. There was a message that was passing around, I think it was called the friendship message, it is now classed as a virus. What it would do is when you received it it would send a copy of itself to 6 more people in your address book besides the people you sent it to. This way it would propagate itself (like saving a penny a day doubled for 30 days) then when it reached a magic number, I think it was 500, it would mail itself back to the original site. They now have a list of addresses of people who like to pass on this type of messages. Sometimes the jokes are like this as well.
This one was also classed as a virus now BugBear virus.
Bottom line ... delete these messages then send the "friend" who sent it a message telling them not to send anything like that again.