I too have been getting those "microsoft latest security patch" and
"couldn't be delivered" emails. I don't open the attachments either but they
all have .exe on them and I run a Mac, so they wouldn't work on my computer
anyway. I've been getting 20 or so of these emails every day for about two
weeks now! I finally created a "rule" to delete these little puppies as soon
as the arrive because I got so tired of my inbox being flooded with them.
Very annoying!