[Exim] Most objectionable spam yet

I too have received the offending message which also got
past my anti-virus program (this is 'up to date').

Initially I had no suspicion that the email was not genuine,
and tried to decode it. I got an error message which puzzled
me and gave some disquiet (I am a novice and know little
about decoding, but the complaint about an erroneous Path
to a DLL seemed nonsense).

So I have a problem. The decode part of my email
program now contains an Application (68.0 Kb), MS-DOS
name 'COPIER.EXE', which I have been unable to delete -
all my attempts to do so result in the message 'cannot
delete copier: Access is denied'

I realise this is not an Exim question, but as the problem
generally has been noted on this list, I wonder if anyone
can explain how I can eliminate all traces.

I am trying to get experience with computers and am
mainly running Linux (SuSE and Debian) with Win 95
OSR2.1 for most email and printing. This message was
downloaded by the Windows OS.