Date: Wed, 5 Mar 2014 09:14:13 +0000 [04:14:13 EST]There's meant to be an embedded image, but it is completely corrupt. Not that it makes much difference..
Subject: IMAGE Id 889195266-PicFFY2C TYPE=MMS
Received from: 447457714595 | TYPE=MMS
Attached is a file called bulger,jpg which is actually a ZIP file, so you have to rename it from .jpg to .zip in order to infect yourself. Some assembly is required in this case..
Anyway, once you have done all that and unzipped it, you get a malicious file IMG0000002993.exe which has a VirusTotal detection rate of 17/50. The Malwr report shows that the malware attempts to connect with a bunch of IPs that mostly look like dynamic ADSL subscribers. This sort of behaviour looks like P2P/Gameover Zeus or something similar.