There are a lot of scams to watch out for - on Facebook and off and it’s getting worse all the time. However, for Facebook, now there's a really good utility called Safego from BitDefender.
It's a FaceBook app that;
a) Checks your FaceBook privacy settings to alert you to any issues with information you may be unknowingly giving out and
b) Scans all links on your wall, in your inbox, and in comments to see if any of them are malicious in any way.
To install it, you can go here http://apps.facebook.com/bd-safego/ or search for Safego in Facebook and add the app. That should provide you with a very good level of protection from malware, bad links, and phishing attacks for you and the visitors to your wall.