Full credit to Symantec for this post:
It's a HOAX - click here for full text
text:
This is a hoax that, like the SULFNBK.EXE Warning hoax, tries to persuade you to delete a legitimate Windows file from your computer. The file that the hoax refers to, Jdbgmgr.exe, is a Java De****** Manager. It is a Microsoft file that is installed when you install Windows.
It has a teddy bear icon as described in the hoax:
