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/