The virus checker on your pc will show up as your pc being clear of viruses. When you open your hotmail, all the mail that is there is sitting on the hotmail server, and hasn't been downloads onto your pc. so therefore the virus is on the server.
As fobotcso stated, all you need to do is just delete the mails and then add the email address into your filters so it just moves it directly to your trash or to the "junk mail" mailbox