How is it a scam? There's nothing negative in it for you. You'll end up getting something out of it and they can afford it because of all those advertisements and search results made with Live Search. Even if they're trying to surpass Google, it's marketing. Pretty good marketing might I add.
I should have a Zune or two coming in. Takes a while though, since they ship it from Incentive Logic, which is essentially a small company that specifically does that kind of stuff. So just cause it takes a long time to get to you doesn't mean you need to panic. It's taken a month or more for some to get their prizes.
As for bots, I know of a few good ones. Microsoft constantly updates Club Live though, so sometimes the bots get blocked. You should also use Internet Explorer when playing these, since Firefox has been blocked due to the usage of script plugins.