virus from messenger

i just recieved a email from one of my relatives called jdbgmgr.exe (teddy bear icon), it infected them and is not detected by Norton or McAfee.

It says, "The virus sits quietly for 14 days before damaging the system.  It is sent automatically by messenger and by the address book, whether or not you sent Emails to your contact.

To remove it, just delete it.  It is usually in the C:\Windows\Systems folder.

On my comp with windows XP, i have no trouble deleting it, and its gone.  But on my other computer with windows ME, I delete it, but then it comes back.  I can't get rid of it, it justs keeps coming back.  I tried restarting my comp, nothing.  Anyone know how? thanks