This post concerns twitter, but even if you don't use it, the exact same method is used for banking scams, so have a read and keep yourself safe online.
Most people who have used Twitter will have experienced the direct message phishing scam. It's not new, it's been around for years and yet almost every day I have people send me these on as a result of falling foul to the scam.
Firstly, don't worry if you've been affected. All you have to do is change your password. It's not a nasty virus it's just a way of taking control of your account so the scam can self replicate. In fact I went through the scam for the purpose of obtaining screen shots, that's how harmless it is providing you don't give it your details.
Here's how it works. You'll receive a direct message like the following