I'd need more information to make an appropriate diagnosis. Does the computer still run fine? What does the msg actually say about the FILEDE~.EXE file?
I would definitely run Spybot S&D with the newest definitions (updates) before proceeding to much further. As for whether this is actually a piece of malware, I can't say. There are references to FILEDE.EXE in the malware definitions, however, I can't find FILEDE~.EXE, which tells me this is either a whole other beast, or a partial file that never actually finished downloading. Do a search of your computer (START>search) for the file mentioned and, if located, notice the location of the file. If this is a file folder you know and trust then I would reinstall that program after uninstalling it and wiping it (delete the file folder). If not then you may have been the victim of an encounter with malware.. DELETE it.
Also, if this is the case. Make sure you are running a good piece of defense software. Avast is good with their free offering Avast4Home. If you don't mind the cost, kapersky is the BEST - sometimes to a fault. It does have a learning curve. Either one will keep you relatively safe. Remember, defense software is only as good as it's definitions. You HAVE to update these things. You can always set the auto-update for the software to like 0100 and turn on your dialup. Then at 1 am it will update for you and not interfere with your phone line (unless you have a teenage who's on the phone then.

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Hunter.