The virus inside that file is Bagle.H.
Quote: "W32.Beagle.H@mm is a mass-mailing worm that opens a backdoor on TCP port 2745 and uses its own SMTP engine to spread through email. It also sends the attacker the port on which the backdoor listens, as well as the IP address. The email attachment is a randomly named .exe file inside a .zip file. The embedded .exe file is password-protected with a random password."
Since you didn't use a firewall before, I'm thinking that your computer reported back to one of those web servers to tell the creator which ip and port was open on your computer to access the backdoor. The hacker that entered your computer probably installed other backdoor features to grab information off your machine so in the case you discover the virus and remove it, the backdoor remains there. Once you visit the link below and check out the various places to remove the virus's remains check for other strange things too. For example in the registry under the key,
HKEY_CURRENT_USERSOFTWAREMicrosoftWindowsCurrentVersionRun the other backdoor the hacker installed could be in there. He uses that key in the registry to start his backdoor or server each time the computer starts. Be sure to check the
Startup folder in the start menu, sometimes this can contain hidden files that are also started when windows starts.
More detailed information and removal instructions can be found here:
http://securityresponse.symantec.com/avcenter/venc/data/w32.beagle.h@mm.html