How Do the Scams (Fake lottery winning notifications, Advance Fee Frauds, Etc) Work?

I received an unintentionally funny email today, telling me I won a two million euro prize. Woo hoo! I thought. Actually, the first thing I thought was: this is an obvious scam. But how do such scams work? Well, if you go here:

How Do Scams Work (Fake lottery winning notifications, Advance Fee Frauds, Etc)

you will get a better idea.

(Thanks to my friend Norbert for the tip)