This posting in the microsoft.public.security.virus newsgroup explains the situation you've encountered in detail.

Here's a short quote from the posting:

Microsoft never has, does not currently, and very probably never
will email unsolicited security patches. At the most, if, and only
if, you subscribe to their security notification newsletter, they will
send you an email informing you that a new patch is available for
downloading.

The post is well worth reading, because it contains links to several sites regarding viruses that produce the symptoms you're seeing.

Jim