You can use RMT, as basically it is a RMT scam, or use the Support menu and fill out a Harassment ticket.

The way this type of scam works is by tricking the people who get the message into following the link and entering their account info, of which the scammer uses to take over your account, knocking you offline, then stripping it of Gil and valuables, then to send out more messages from "you" to those in your friends list and to those in your current zone.
Also, by visiting the URL in the message, they get your computer's IP, of which they try various exploits to cause your local internet connection to crash, thus making it difficult for you to try and stop the account take over and/or getting further exploits/Trojans into your computer.