This virus alert is a hoax.
Check out the details at
http://www.f-secure.com/hoaxes/jdbgmgr.shtml
http://securityresponse.symantec.com/avcenter/hoax.html
It is very, very important, before passing on virus alerts to scores of people, to check out the veracity of the alert. Just sending out an alert like this without checking into it is exactly the same as actually spreading a virus yourself. You cause people to spend time taking measures they don't need to take. Moreover, by passing on the e-mail to all your friends and acquaintances you are helping clog up the Internet -- precisely because hundreds, if not thousands, of people are doing the same thing.
Before you pass on false information check out one of the above sites to determine if the virus alert is a real one or a phony.
If you followed the instructions in the jdbgmgr.exe hoax, you don't need to do anything about it. The file is used only by developers who want to write programs for Java, a language used to write Internet-related programs.