Teddy bear icon file

[Arm out the window]

Hi everyone. Sorry if this topic has come up here previously, as I haven't visited the computer issues forum before. Anyhow, here's my question:

We were recently sent an email from people we know purporting to be a virus warning, saying that we should find and delete a file called something like 'jdfgmgr.exe' which had a teddy bear icon associated with it.

I did that, and a few hours later we received an apology from the people who sent us the original email, saying they had been the victims of a hoax, and that that file is one needed by the computer so it shouldn't have been deleted.
We've continued to operate the computer as normal for a couple of weeks and nothing seems to have changed.

Would someone who knows about this please let us know what that file does, whether it's important to replace it, and if so, can I copy it from our other computer and just stick it on this one?

Thanks very much.