Hi there,
That was a payment you received because you won the CAP Money award for November 5: http://www.casinoaffiliateprograms.com/newsletter/Will-Obama-Fight-UIGEA.php
Affiliate Media is the parent company of CAP, so that’s why that company is listed in the message. It’s legit! It’s also a free $125 in your pocket, dude.
No phishing involved — aren’t you familiar with PayPal??