Do what I did earlier and send them a piss take version which reads 'Send this to 10 people or your bowels will explode!' or some such.
No. Send them the "grieving widow" letter. "My husband deleted this the first time we received it... then he fell into a trash compactor and died horribly... He screamed until his lungs ruptured... I blame YOU!" Much better.
For the most part Chain Messages by email are for email address harvesting. I'm surprised people still fall for them. Obviously it's best to ditch them as soon as they appear in your in tray.