Its a lie. There is no prize. The message was sent by a thief. He will trick you into giving him money. He will never give you any money.
All Nokia e-mail addresses end with @nokia.com. Any address that does not end with @nokia.com did not come from Nokia.
Delete the message. Do not reply to it.
Here is the official information from Nokia:
http://conversations.nokia.com/2010/02/22/nokia-lottery-is-a-scam/