Infected messages do not necessarily have an attachment to open - spreading the worm can occur simply by opening an infected e-mail.
How does this happen without an attached executable?
I am not sure. I had it happen last summer to me. I read an email--no attachments--thought nothing of it. Later that day, I lost access to some files, Windows directory disappeared, etc. Took me 2 weeks to reformat and reinstall. I had a virus program, but has "disabled" it a few days earlier because it bogged down my system.
Somehow, it created invisible directories and invisible files that none of my file viewers could see. It also attached invisible files hidden inside the Recycled directory. It deleted whole directories when I tried to view them in Explorer. And it disabled the virus checker so it wouldn't run. I remember the email--it was only 2 short sentences and didn't make much sense, so I didn't think anything about it until the havoc started. (It was the only email I received that particular day.)
Now, every--EVERY--email gets pre-screened. I pre-screen them with
MailWasher and delete all questionable ones from the server before using Outlook Express to download the good ones.
Bugs in Microsoft Outlook.