It came in a pretty convincing email that's actually a phishing attempt (a scheme to lure you into giving yourself the virus/malware that is then used to take control of your computer).
Here's the link that actually grabs you if you believe in the message shown in that photo (red for WARNING, do not operate): http://www.kobonet.net/AQTOZENUWN.htm
If you go to the website to "Print a shipping Label" (poor capitalization -- one of the telltale signs of a phishing attack) as directed, it opens a zip file that will install who-knows-what stew of malware onto your computer.
In other words, this message has nothing to do with FedEx, but an incautious person who happens to deal with FedEx a lot might well click the link and try to print the label in order to find the supposedly bad shipment.
You need to be on guard, particularly if you are a PC user (since most malware attacks target PCs) Don't fall for phishing. Note that there was no phone or mailing address anywhere in the email -- another telltale (although the presence of a phone number isn't a guarantee of authenticity either -- a big phishing operation might even provide a phone number and put a dummy voice mail response on it so that you call, get the recorded message, and think you just hit the company at a bad time . . . and so, comforted by the