Impossibility over on the WoW Ladies Livejournal is, I'm sure she'll agree, a newbie. But she did just finish Deadmines (grats!), and she was surprised, after completing the instance, to see the message above. Her rogue ripped her off!
Now, as she soon learned, she didn't really get pickpocketed-- rogues can only pickpocket mobs, not players. But she did get emoted-- what happened was that the player typed "/e successfully steals.." and it appeared like that above. You can do all kinds of fun things with emotes, because although they always appear in orange (in the default UI), players, even experienced ones, can get them confused with all the other messages coming by. The most common trick is usually "/e rolls 99 (1 - 100)", which looks like you got a really nice roll (except for the color, of course, which makes the trick easy to spot in a big list of rolls). Another good one is "/e receives [Sword of Awesomeness]," or just shift-click whatever item you want it to look like you just looted something cool on your own.
A warning: Just like the old Piccolo, lots of players usually find this more annoying than funny, so use it at your own peril (and you should never use it to try and rip other players off-- alert players will know exactly what you're doing, and then you're in real trouble). But a little levity sometimes goes a long way, and it's a fun trick to use once in a while.