These trojans / viruses try and use filenames that seem likely to be on systems. That way when you scan a PC and see Quicken.exe you would think that it is really the executable for the program. In truth the EXE file will be in Program Files under a directory for Quicken.

It is a coy way for them to hide a virus longer and let it gather info or infect other files, PCs or network resources.

Simple rules for virus protection?

DO NOT OPEN ATTACHMENTS if they are from people you dont know, or people you do know but are not expecting an attachment.

By wary of all .exe / .com / .pif / .zip

A new way they send them is to give a double extension (seemingly) Ie the new Netsky.B virus is sent like this: part2.zip.htm.exe

and when you see the attachement on Outlook it displays as Part2.zip (its not a zip file, it ends with EXE)

I have never used a virus program and never got infected cos im sensible at what i open. Just be careful.