Please be aware that there are Viruses out there constantly circulating around. Make sure that your Virus Protection software is up-to-date and active. Make sure it is set to scan all email and attachments.
If you receive a strange Email with an attached file be very wary in opening it, even if it is apparently from someone that you know. When a computer is infected with some viruses they will choose addresses at random from an address book and send email (infected) to one address from another. This means that you cannot believe the 'From' address and must look deeper into the header info to find where it really came from.
This exact situation happened to our puter. It had an email address of someone we knew, it had an attachment. My g/f and I share this puter, we each have our own email. One came to me from her and one came to her from me. Only thing is, we never emailed each other. Turned out it came from someone we both know. We checked the return path on both emails and they both were sent from the same puter. It had an attchment that we downloaded. It did infect our puter. We saw that we had 101 infected files and growing. We installed McAfee and had them all removed and cleaned up. WHat a mess that was, all ove an email. We notified the person who sent it. HIs puter was completely poluted. It took him weeks to fix it. That advice about checking the header like you mention is sound advice, we look to see if the header matches the email sender, if it doesn't and sometimes with an attachment, we delete it, then go to recently deleted mail and permantly delete it. Friends of mine have had this similar problem at their work, cause panic, they had pros come in to fix their entire system.
I opened an infected attachment once that was seemingly from someone I knew. After looking at the screen after I clicked on it and seeing nothing my stomach started to turn as I heard my hard drive start churning and continue that way for several minutes. It was deleting thousands of picture files from my computer. Luckily I had backups of most and the ordeal wasn't too bad, but it taught me a good lesson.
Almost as bad as a virus but not as destructive is those new (*%#$^%(*^ ad popups that take over your computer when you start your web browser. Got a shareware program called Ad-Aware and cleaned out 20+ files that basically either took over your 'puter or "spied" on you.