The name means nothing in itself. A virus or worm can use any name at all.
Have you tried scanning it with an up-to-date virus scanner? If that shows it as clean, have you tried deleting it after booting to a DOS prompt?
Since you tried to open it using IE, if it was infected, your system is probably infected now, and you'll need to use an AV product to clean it.
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This was first published in July 2002