Bottom line is it's your computer, if someone tells you to delete a file you have the world at your fingertips (internet) research before you do it and make sure its a legitimate concern.
Keep your eyes open everyone for this and other hoaxes that may be resurfacing as always
Here's some links on the subject:
http://support.micro...m/?kbid=322993
http://www.europe.f-...s/jdbgmgr.shtml
http://www.symantec.....file.hoax.html
http://www.sophos.co...es/jdbgmgr.html
http://vil.nai.com/v...ent/v_99436.htm
http://hoaxbusters.c...e.shtml#jdbgmgr