I had exactly that about 9 months ago (just the one - although that may be because I've changed my email address in the meantime - not for that reason). I too was worried where they got hold of my password although it wasn't one I was still using very much and certainly not for anything secure.
Of course I ignored it. Nothing's happened since.
If you google, for example, the line from the email "First Alternative is to disregard my mail. Let's see what is going to happen if you take this path" there are several sites discussing how these emails come about.