First, update and do a full scan with whatever antivirus ap you have installed on your computer. An email that installs anything sounds like a virus.
If that doesn't detect anything run the following web based scans:Web based online Antivirus and anti-malware scans:
(these can be run regardless of whatever else you are using. You must use Internet Explorer to run these.)
Kaspersky Anti-Virus Web Scannerhttp://www.kaspersky.com/service?chapter=161739400#betatest
Panda Activescan http://www.pandasoftware.com/activescan/co...n_principal.htm
Trend Micro antivirus and malware scan:http://housecall-beta.trendmicro.com/en/st...orp.asp?id=scan
Trend Micro antivirus European Edition (supports Mozilla based browsers)http://uk.trendmicro-europe.com/consumer/h...call_launch.php
Etrust Anti-virus web scannerhttp://www3.ca.com/securityadvisor/virusinfo/scan.aspx
online trojan scans here - http://scan.sygatetech.com/pretrojanscan.html
Windows Security Trojanscanhttp://windowsecurity.com/trojanscan
See instructions for it here:http://www.windowsecurity.com/trojanscan/trojanscan.asp
If nothing is found and removed by the above:
Boot your computer to safe mode (by tapping F8 on most computers as windows starts.
Then try to delete the item on the desktop.