The U.S. Federal Trade Commission has this advice for consumers who are thinking about responding to a foreign lottery or other potential cross-border scams:

• If you are a US citizen and you play a foreign lottery through the mail or by phone, you are violating federal law.
• If you buy one foreign lottery ticket, expect more bogus offers for lottery or investment "opportunities." Your name will be placed on "sucker lists" that fraudulent telemarketers buy and sell.
• Keep your Social Security, credit card and bank account numbers to yourself. Scam artists often ask for them during an unsolicited sales pitch.
• Do not fall for a promise. Telephone solicitations that require an upfront fee for advance-fee loans, unidentified investment opportunities or prize promotions are against U.S. law. Furthermore, legitimate lenders do not guarantee a loan before you apply, especially if you have bad credit or no credit record.
• If you do not recognize a telephone area code, check it out in your telephone directory.
• The bottom line, the commission says, is to ignore all solicitations for foreign lottery promotions. If you receive lottery material from a foreign country, give it to your local postmaster or contact your state attorney general's office or the FTC.

For further consumer information please consult the following government agencies web sites:

Warning: Do not send any money or personal details to anyone who says that you have won a prize or anything else in a lottery or sweepstake that you have not previously entered. Such claims are almost certainly frauds. Always check fully any person or organisation before sending anything to them.
Lottery and Sweepstake themed advance fee frauds are on the increase. Individuals are targeted by e-mail and notified that they are a category A, B or C winner of a substantial amount of money, usually totalling millions of dollars, pounds or euros.
'Processing Fees'
The processing fee is usually the way to identify these scams. In some cases a 'processing fee' is mentioned in the initial 'win' communication. However some fraudsters wait until the 'win' recipient is sufficiently interested before asking for money.
Up front fees before the release of the 'jackpot' are usually justified as insurance costs, claim verification charge or a fee stipulated by a regulatory authority. There is nothing in British law, nor would there ever be, that requires a prize winner to make any payment in order to claim a prize.
Never respond to any such requests for advance payment.
"But they haven't asked for any money."
Some fraudsters set out to steal identities. Stop and think before you ever release personal information such as passport number, home address, telephone number, banking details, etc, to unknown organisations.
Websites
Many win notifications contain hyper-links to websites purporting to act for the lottery organisers. Taking the form of financial institutions such as insurance companies, the management of 'lottery' funds will appear as only a minor part of their wider organisation.
They may seem professional at first glance, but most do not bear close scrutiny. Most of these websites have been pirated from genuine organisations; as a result of cutting and pasting you may find that text is inconsistent, spelling irregular and the Contacts page will contain mobile phone numbers.
Finally….
How can you win a lottery or sweepstake if you never purchased a ticket?

Lottery Warns Public About Text Scam
TACLOBAN CITY, Philippines (December 18, 2006) – According to local media reports a significant number of consumers have been receiving text messages allegedly from a Legal Officer of the Philippine Charity Sweepstakes Office (PCSO), complete with Department of Trade & Industry (DTI) Permit Number, informing them that they have won a prize from the PCSO’s Millionaires Game.......................Subscribers

Avoid Being Scammed; Lottery Posts Tips On Web Site
RALEIGH, North Carolina, USA (November 28, 2006) -- Caution! That is the message of a new link on the North Carolina Education Lottery (NCEL) Web site. The new page focuses on how to avoid lottery scams............................Subscribers

Lottery Issues Warning on 2010 World Cup Lottery Scam
SOUTH AFRICA (November 17, 2006) -- The National Lotteries Board and Uthingo Management have issued a warning to the public not to fall victim to the latest lottery scam called the SA 2010 World Cup Lottery.............................Subscribers

New Mexico Lottery Warns of Powerball Scam
ALBUQUERQUE, New Mexico, USA (October 30, 2006) – The New Mexico Lottery is warning residents about a scam that uses the popular Lottery game, Powerball, as a means to take advantage of unsuspecting victims...........................Subscribers

Three Fined for Selling 'Winning' Lottery Numbers
BUFFALO, New York, USA (June 8, 2006) -- The Attorney General's office reportedly said on Thursday that three individuals from a Buffalo company have agreed to pay a total of $110,000 stemming from a telemarketing scam involving the sale of winning lottery numbers..........................Subscribers

Pennsylvania Lottery Warns Players to be Wary of a Scam Using Lottery Logos
MIDDLETOWN, Pennsylvania, USA (March 8, 2006) -- Recently, a number of consumers have received an e-mail titled "CONGRATULATION! CONGRATULATION!! CONGRATULATION!!!," which fraudulently uses Pennsylvania Lottery logos. These e-mails, as well as other similar e-mails touting a lottery prize, are a scam according to the Pennsylvania Lottery's Security Office.
 The current fraud using the Pennsylvania Lottery name and logos is an attempt to access personal information, such as Social Security numbers or bank account information.
The Pennsylvania Lottery does not notify winners via e-mail or any other method when they win a Pennsylvania Lottery prize. Winners must contact the Lottery when they have a winning ticket. Each individual who wins a Powerball or other Pennsylvania Lottery jackpot prize must file a claim in person at Pennsylvania Lottery headquarters to receive his or her prize.
The Pennsylvania Lottery Security Office advises holders of potential winning Lottery jackpot tickets to sign the back of the ticket and keep it in a safe place until they file a claim. Jackpot winners should seek the advice of an attorney, financial adviser or investment counselor prior to contacting the Pennsylvania Lottery and filing a claim.
The Pennsylvania Lottery strongly advises people not to respond to suspicious e-mail or other correspondence claiming to be from the Pennsylvania Lottery. By responding, recipients alert senders that their e-mail account is active.
People who have lost money as a result of this type of scheme, or who have released personal or financial information in response to a fraudulent claim, should contact the Pennsylvania Office of the Attorney General's Bureau of Consumer Protection at 1-800-441-2555, or visit www.attorneygeneral.gov.
For more information on the Pennsylvania Lottery, visit www.palottery.com.
SOURCE: Pennsylvania Lottery.

You do Not Have to Pay Taxes or Fees on Lottery or Sweepstakes Winnings!
CANADA (January 18, 2006) -- The Canada Revenue Agency (CRA) is warning the public to beware of an email scam in which individuals are informed that they have won a large sum of money in a lottery or sweepstakes, usually from a foreign country.
There are many versions of the scam, but the general concept remains the same: The victim receives an unsolicited email or regular mail from a legitimate-sounding financial institution claiming it has a bank draft from a foreign sweepstakes company that is payable to him or her. The email states that, to receive the prize, the addressee must first pay part of the taxes allegedly owed on the prize amount.
No taxes or fees of any kind have to be paid on lottery winnings in Canada. Any unsolicited email, letter, or telephone call telling you otherwise is a scam. Do not, under any circumstances, send money to someone making such a pitch to you. Instead, immediately contact your local police department or the Royal Canadian Mounted Police.
If you receive an email that claims to be from the CRA and asks for money, or if someone sends you a copy of an email that was supposedly sent to him or her by the CRA, you are likely dealing with a scam artist trying to rob you of your life savings.
SOURCE: Canada Revenue Agency.