You probably don't have a virus
But it never hurts to run a scan. What is most likely is that someone who has your e-mail address in his files has the worm, and his computer sent the worm package to the person you got the e-mail from, with your name "spoofed" on it as the supposed sender. I have gotten about four similar messages in the past two days.
Keep your antivirus software updated. Mine (Norton) updates without me having to do anything at all, although I still run Liveupdate manually about twice a week just in case.