I wouldn't blame you. There's stories where winners have had hundreds of letters sent to them each day by people asking for money, and even relatives or friends start begging for some of the prize. If I recall, a portion of the money goes to taxes anyway, so you don't actually win as much as you'd initially think.
Best thing to do would be to keep quiet and lay low, as well as avoid spending a massive amount at one time. That way, you wouldn't need to worry about being targeted.