I think the movie is french. It's a horror film where the male protagonist responds to a message on a computer. From then on weird and scary things happen to him and his friends. I remember one instance they are in a train station that they cannot escape, I think someone gets hurt or killed.
In the end some people get killed and then it ends up it was all a game set up that has gone horribly wrong.
I think it was probably out around 2000-2005