Naw, you're just being rational.
There's all kinds of stuff floating around the Internet and elsewhere. I usually hit up Snopes.com when I come across anything that sounds suspiciously like hearsay, and all too often it's right there.
As far as correlation studies go, what you've posted is the first lesson any good teacher will give you. Unfortunately, a lot of people never get this lesson, and, when abused, correlation studies are a pretty powerful way of convincing people to do x or believe y.
Remember kids, 100% of all people who listen to headphones will DIE!
EDIT: Futzed the silly example the first time. Go me!