Did you scan the zip file or the .exe with any other antivirus or antispyware programs? Like ESET or any of the other options available... Just curious whether ANYTHING found the problem.
And just a note: Carol posted about this issue in her "News" thread at the link below. Apparently, you were blessed to see the problem a little sooner than many...
http://forums.cnet.com/7726-6132_102-5634772.html
Hope this helps.
Grif
Received an infected email today. Sender as "Best Buy", subject as "Order Confirmation". Inside was a zip file called Bestbuy_Order_ID_6484460MN.zip and using Linux engrampa I discovered it has an executable zip file inside it called "Bestbuy_Order.exe" which contained files .data .rdata .reloc .text and a folder .rsrc The file was 149.5 kb in size.
inside the .rsrc folder were 2 folders ICON and GROUP_ICON
MSE on XP doesn't recognize it as a threat. Reported to Symantec with the file.

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