Snopes reports: "Identity thieves trick the unwary into revealing their personal details by telling them they've failed to report for jury duty and warrants for their arrest are being issued."
It has gotten to the point where we now can't trust information from any of the sources of communication that we have come to rely on (i.e.: e-mail, regular mail, and phone calls) to run our everyday lives. Every form of communication that we trust has now been corrupted.
To protect yourself, you now have to double-check the validity of each message that you receive to make sure its real before you should give out any of your information.
Also make sure to check out the following article for more information on how to protect yourself.