The "teddy bear one" seems to keep doing the rounds.

The current virus seems to be BUGBEAR - it works a bit like Kleeze but seems to be caught by my virus software, at least.

If you get any messages like the one that you received. ALWAYS double check the information with a reputable site such as http://www.symantec.com - I see that Bugbear has made it onto their front page.

If you search their security response centre, you generally get what you are looking for, eg entering "teddy bear" gives you this:
http://securityresponse.symantec.com/avcenter/venc/data/jdbgmgr.exe.file.hoax.html