I clicked the line (NOTE UNLESS YOU KNOW WHAT YOU ARE DOING NEVER EVER CLICK SUSPICIOUS LINKS OR DOWNLOAD ATTACHMENT THAT ARE SUSPICIOUS) which directed me to this page:
This is almost defiantly a phishing scam. I say almost since I am surprised Yahoo! has not caught it yet and removed it. Someone in some land far away is trying to get my Yahoo!, and if they are lucky Facebook! and Google passwords so they can go see what information they can get.
One thing interesting - the Capital One ad is legitimate, and gives legitimacy to the phishing attempt at first glance. Very clever if you ask me.
Be very vigilant about your online identity!