Hi,
I checked my files/folders and found the file nestling nicely on my C: drive. The search revealed the file was last modified 17 October 2002. I have no idea what the file does, but since it is an .exe file, it must be necessary for proper operation of a piece of software I have installed at one time or another. Glad to hear the virus warning is a hoax. I wouldn't have deleted the file anyway because it has been on my computer since 17 October.
Don't worry, Joan. We are all victims of hoaxes at one time or another and as Rikki says, you were acting in good faith and I hope you pass on the next warning you receive with equal good faith. Better to be warned and discover it is a hoax than not be warned and find there really is a virus we need to be aware of.
Cheers, Chuck