Should I worry about my husband talking to his ex?

My husband and I have been married for 4 months, we dated for 2 years. This is my first marriage but this is his second. I recently found out that his ex wife has been sending him messages on myspace, and his personal email. He has told me every time she writes him and tells me she's just asking him how he is doing. He left his email open one day and I read an emai that she had sent him expressing how she regrets leaving him and how she misses him. He didn't reply but I am really scared that this could lead to something else. What should I do? I don't want to make it an issue between us but they have no reasons to be talking at all. Am I just being paranoid?