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"it was striking how some scam victims kept their decision to respond private and avoided speaking about it with family members or friends. It was almost as if with some part of their minds, they knew that what they were doing was unwise, and they feared the confirmation of that that another person would have offered. Indeed to some extent they hide their response to the scam from their more rational selves."

The psychology of scams:
Provoking and committing
errors of judgement (PDF)
(via Schneier on Security: The Psychology of Being Scammed)