The standard background/email antimalware scanners are not as good as an "on demand" scan made on a saved file. Good general advice is to NEVER open attachment while it's still in the mail.. Save it to your desktop first, scan it with a good, CURRENT antivirus/antispyware program, then open it if you choose. Did you do that?

A little more information about your computer would sure help.. Which operating system? What was the file extension of the attachment? What email client do you use? (Are you using a webmail client from Internet Explorer, or an offline client like Outlook Express or MS Outlook?) Which antivirus and antispyware scanners did you use?

At this point, if you're using a webmail type, have you tried deleting all files from the Internet Explorer/Internet Options/(Browsing History)Temporary Internet Files section?

Hope this helps.